Guilin Tourism Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.07% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1054 | 15.71 | |
| 0.1523 | 23.25 | |
| 0.8657 | 261.69 | |
| -0.0482 | -5.38 |
Estimation Period:
May 18, 2000 to Feb 6, 2026
May 18, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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