Northeast Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.21% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 15.71 | |
| 0.0836 | 18.08 | |
| 0.9045 | 335.38 | |
| -0.0004 | -0.07 |
Estimation Period:
Feb 27, 1997 to Feb 6, 2026
Feb 27, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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