Shanghai Pharmaceuticals Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.28% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 19.76 | |
| 0.1121 | 30.94 | |
| 0.8928 | 381.53 | |
| -0.0202 | -3.40 |
Estimation Period:
Mar 24, 1994 to Feb 6, 2026
Mar 24, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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