Bona Film Group Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:103.41% (+11.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3364 | 8.96 | |
| 0.1419 | 10.67 | |
| 0.8671 | 110.08 | |
| -0.0761 | -3.44 |
Estimation Period:
Aug 18, 2022 to Feb 6, 2026
Aug 18, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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