Yunnan Baiyao Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.55% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 15.75 | |
| 0.0729 | 21.96 | |
| 0.9276 | 509.10 | |
| -0.0094 | -1.44 |
Estimation Period:
Dec 15, 1993 to Feb 13, 2026
Dec 15, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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