Shandong Daye Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.74% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7740 | 16.81 | |
| 0.2242 | 16.71 | |
| 0.6945 | 64.67 | |
| 0.0173 | 0.74 |
Estimation Period:
Nov 13, 2017 to Feb 6, 2026
Nov 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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