Shanghai M&G Stationery Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.01% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 11.19 | |
| 0.0596 | 13.18 | |
| 0.9373 | 418.81 | |
| -0.0056 | -0.80 |
Estimation Period:
Jan 27, 2015 to Feb 6, 2026
Jan 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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