Jiangsu Guotai International Group Guomao Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.32% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 12.18 | |
| 0.0788 | 16.46 | |
| 0.9291 | 367.54 | |
| -0.0294 | -4.14 |
Estimation Period:
Dec 8, 2006 to Feb 6, 2026
Dec 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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