Shanghai Conglin GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.14% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1664 | 8.05 | |
| 0.1793 | 6.09 | |
| 0.8152 | 41.03 | |
| -0.0695 | -1.94 |
Estimation Period:
Aug 25, 2022 to Feb 13, 2026
Aug 25, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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