Shanghai Pharmaceuticals Hld AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.13% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4780 | 14.45 | |
| 0.2363 | 15.14 | |
| 0.2778 | 10.41 | |
| -0.5876 | -7.65 |
Estimation Period:
Jan 2, 2019 to Jan 30, 2026
Jan 2, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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