CIG ShangHai Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:59.82% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6361 | 12.32 | |
| 0.0923 | 11.24 | |
| 0.8840 | 152.90 | |
| -0.0536 | -4.91 |
Estimation Period:
Nov 10, 2017 to Jan 30, 2026
Nov 10, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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