Crown Haitai Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.78% (+3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4817 | 14.41 | |
| 0.1217 | 18.27 | |
| 0.8441 | 206.54 | |
| -0.0192 | -1.54 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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