Shanghai Electric Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.33% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2251 | 13.63 | |
| 0.1301 | 16.81 | |
| 0.8635 | 151.25 | |
| -0.0703 | -7.23 |
Estimation Period:
Dec 5, 2008 to Feb 13, 2026
Dec 5, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Electric Group Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities