Shandong Hi-Speed Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:122.95% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5175 | 2.78 | |
| 0.0204 | 5.06 | |
| 0.9351 | 64.89 | |
| 0.0533 | 1.99 |
Estimation Period:
Apr 29, 2022 to Feb 6, 2026
Apr 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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