Jiangsu Yanghe Distillery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.96% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0685 | 11.22 | |
| 0.0651 | 16.78 | |
| 0.9355 | 327.09 | |
| -0.0248 | -4.23 |
Estimation Period:
Nov 6, 2009 to Feb 6, 2026
Nov 6, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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