Changjiang Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.79% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1128 | 16.89 | |
| 0.0799 | 19.87 | |
| 0.9065 | 343.00 | |
| -0.0015 | -0.24 |
Estimation Period:
Jul 31, 1997 to Feb 6, 2026
Jul 31, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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