Shanghai Huafon Aluminium Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.46% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2894 | 8.17 | |
| 0.0895 | 8.41 | |
| 0.8833 | 113.41 | |
| -0.0105 | -0.56 |
Estimation Period:
Sep 7, 2020 to Feb 6, 2026
Sep 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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