Shenwan Hongyuan Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.74% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7119 | 15.19 | |
| 0.1748 | 7.96 | |
| 0.7211 | 46.48 | |
| -0.0537 | -1.93 |
Estimation Period:
Apr 26, 2019 to Feb 6, 2026
Apr 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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