Jiangsu Guotai International Group Guomao Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
39.81%
decreased by 1.89%
1 Week
40.84%
decreased by 0.86%
1 Month
42.43%
increased by 0.73%
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 | |
|---|---|---|
| 46 | ||
| 0.0923 | 19.23 | |
| 0.7430 | 36.54 | |
| 0.0134 | 1.87 | |
| 0.2453 | 1.20 | |
| 0.1795 | 1.11 | |
| 0.7933 | 4.35 |
Estimation Period:
Dec 8, 2006 to Jun 18, 2026
Dec 8, 2006 to Jun 18, 2026
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