Yongtaiyun Chemical Logistic GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.63% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4923 | 8.40 | |
| 0.1027 | 8.91 | |
| 0.8405 | 61.89 | |
| -0.0287 | -1.40 |
Estimation Period:
May 4, 2022 to Feb 6, 2026
May 4, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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