Shandong Xinhua Pharmaceutic GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.12% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3125 | 18.74 | |
| 0.1888 | 16.81 | |
| 0.8125 | 130.44 | |
| -0.0384 | -2.20 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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