Shanghai Information2 Softwa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:104.95% (-16.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9923 | 6.08 | |
| 0.1932 | 5.70 | |
| 0.6919 | 19.57 | |
| -0.1307 | -2.89 |
Estimation Period:
Jan 19, 2023 to Feb 6, 2026
Jan 19, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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