Shanghai Automobile AIR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.00% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0262 | 2.48 | |
| 0.9823 | 372.78 | |
| -0.0262 | -1.94 |
Estimation Period:
Nov 1, 2023 to Feb 13, 2026
Nov 1, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Automobile AIR Analyses
Other GJR-GARCH Analyses on International Equities