Shanghai Smith Adhesive New Material Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.22% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6912 | 14.98 | |
| 0.1854 | 13.77 | |
| 0.7752 | 78.45 | |
| -0.0526 | -2.89 |
Estimation Period:
Oct 20, 2017 to Feb 6, 2026
Oct 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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