Tingyi Cayman Islands Holding Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.94% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3933 | 17.06 | |
| 0.0678 | 12.06 | |
| 0.8481 | 145.22 | |
| 0.0578 | 5.70 |
Estimation Period:
Feb 5, 1996 to Feb 16, 2026
Feb 5, 1996 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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