Shanghai Chemspec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.88% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7264 | 11.12 | |
| 0.3863 | 8.42 | |
| 0.5999 | 32.62 | |
| -0.2433 | -4.01 |
Estimation Period:
Jul 20, 2023 to Feb 6, 2026
Jul 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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