Shanghai Film Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2259 | 9.70 | |
| 0.0950 | 12.75 | |
| 0.9119 | 241.06 | |
| -0.0715 | -7.88 |
Estimation Period:
Aug 17, 2016 to Feb 6, 2026
Aug 17, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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