Shanghai NEW Vision Microele GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:63.91% (+4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7217 | 5.89 | |
| 0.0952 | 6.38 | |
| 0.8459 | 51.55 | |
| 0.0388 | 1.46 |
Estimation Period:
Jun 1, 2023 to Feb 6, 2026
Jun 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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