Cnlight Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.51% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1181 | 12.39 | |
| 0.1502 | 14.44 | |
| 0.7861 | 103.02 | |
| -0.0508 | -3.65 |
Estimation Period:
Oct 25, 2006 to Feb 6, 2026
Oct 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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