ChinaLin Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.67% (-5.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5728 | 15.45 | |
| 0.2453 | 13.46 | |
| 0.7678 | 90.16 | |
| -0.1690 | -6.93 |
Estimation Period:
Jan 17, 2019 to Feb 6, 2026
Jan 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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