Shanghai Junshi Bi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.10% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5041 | 8.57 | |
| 0.1977 | 8.23 | |
| 0.8161 | 88.27 | |
| -0.1722 | -6.05 |
Estimation Period:
Jun 24, 2022 to Feb 13, 2026
Jun 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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