Jiangsu Guotai International Group Guomao Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
40.17%
decreased by 1.15%
1 Week
40.39%
decreased by 0.93%
1 Month
41.25%
decreased by 0.07%
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 | |
|---|---|---|
| 0.0807 | 12.46 | |
| 0.0798 | 16.74 | |
| 0.9278 | 361.99 | |
| -0.0291 | -4.07 |
Estimation Period:
Dec 8, 2006 to Jun 18, 2026
Dec 8, 2006 to Jun 18, 2026
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