Anhui Tuoshan Heavy Industry GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:72.90% (+30.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7328 | 11.22 | |
| 0.2337 | 10.47 | |
| 0.7123 | 43.94 | |
| -0.0480 | -1.36 |
Estimation Period:
Jun 22, 2022 to Feb 13, 2026
Jun 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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