Bohai Leasing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.40% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1793 | 18.91 | |
| 0.0794 | 21.03 | |
| 0.8958 | 274.53 | |
| 0.0106 | 1.74 |
Estimation Period:
Jul 16, 1996 to Feb 6, 2026
Jul 16, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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