Shanghai DZH Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.10% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6286 | 18.53 | |
| 0.1381 | 16.86 | |
| 0.8162 | 131.47 | |
| -0.0422 | -3.41 |
Estimation Period:
Jan 28, 2011 to Jan 30, 2026
Jan 28, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai DZH Ltd Analyses
Other GJR-GARCH Analyses on International Equities