Shanghai Pharmaceuticals Hld GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.21% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3012 | 13.82 | |
| 0.2248 | 16.36 | |
| 0.3365 | 11.87 |
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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