Simcere Pharmaceutical Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.30% (+4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2100 | 3.60 | |
| 0.0733 | 4.22 | |
| 0.9388 | 195.94 | |
| -0.0582 | -2.94 |
Estimation Period:
Jun 29, 2021 to Feb 13, 2026
Jun 29, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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