China Wuyi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.86% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2223 | 22.13 | |
| 0.1235 | 26.38 | |
| 0.8769 | 305.64 | |
| -0.0484 | -7.15 |
Estimation Period:
Jul 15, 1997 to Feb 6, 2026
Jul 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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