Shanghai Pharmaceuticals Hld GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.70% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2573 | 6.02 | |
| 0.0634 | 3.84 | |
| 0.8807 | 59.47 | |
| 0.0167 | 0.56 |
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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