Shanghai Research Institute GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.38% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6111 | 12.30 | |
| 0.3392 | 11.58 | |
| 0.6769 | 43.93 | |
| -0.1136 | -2.88 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Research Institute Analyses
Other GJR-GARCH Analyses on International Equities