Sensetime Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.93% (-7.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2532 | 9.14 | |
| 0.2607 | 4.18 | |
| 0.6618 | 28.46 | |
| -0.2607 | -4.07 |
Estimation Period:
Jun 19, 2023 to Feb 13, 2026
Jun 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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