Dalian Friendship Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.81% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2078 | 23.75 | |
| 0.1085 | 24.83 | |
| 0.8759 | 313.16 | |
| -0.0130 | -1.86 |
Estimation Period:
Jan 24, 1997 to Feb 6, 2026
Jan 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dalian Friendship Group Analyses
Other GJR-GARCH Analyses on International Equities