Shanghai Lily & Beauty Cosmetics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.93% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3139 | 13.53 | |
| 0.1942 | 10.38 | |
| 0.7360 | 56.78 | |
| -0.0894 | -3.32 |
Estimation Period:
Sep 29, 2020 to Feb 6, 2026
Sep 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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