Shanghai Material Trading Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.26% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 10.92 | |
| 0.0480 | 11.62 | |
| 0.9430 | 382.40 | |
| 0.0091 | 1.37 |
Estimation Period:
Mar 30, 1994 to Feb 13, 2026
Mar 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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