Anhui Gujing Distillery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.54% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1309 | 19.01 | |
| 0.0727 | 19.70 | |
| 0.9161 | 344.25 | |
| -0.0062 | -1.19 |
Estimation Period:
Oct 2, 1996 to Feb 6, 2026
Oct 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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