Shanghai Haohai Bi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.66% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1097 | 11.85 | |
| 0.0815 | 19.21 | |
| 0.9023 | 226.42 | |
| 0.0241 | 2.46 |
Estimation Period:
May 1, 2015 to Feb 13, 2026
May 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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