Shimao Group Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:102.79% (+2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 9.66 | |
| 0.0470 | 11.04 | |
| 0.9252 | 376.70 | |
| 0.0454 | 4.60 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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