Jiangsu Guotai International Group Guomao Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
42.08%
decreased by 1.99%
1 Week
42.19%
decreased by 1.88%
1 Month
42.62%
decreased by 1.45%
Analysis last updated: Tuesday, June 23, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.4039 | 6.62 | |
| 0.0632 | 60.68 | |
| 0.9966 | 2,059.01 | |
| 4.9023 | 24.32 |
Estimation Period:
Dec 8, 2006 to Jun 18, 2026
Dec 8, 2006 to Jun 18, 2026
Other Jiangsu Guotai International Group Guomao Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities