Jiangsu Dagang Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.76% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5963 | 17.30 | |
| 0.1192 | 17.23 | |
| 0.8409 | 163.34 | |
| -0.0264 | -2.37 |
Estimation Period:
Nov 16, 2006 to Feb 6, 2026
Nov 16, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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