Vanke Overseas Investment Holding Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.14% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1144 | 13.32 | |
| 0.2605 | 11.27 | |
| 0.5484 | 25.95 | |
| -0.0893 | -2.63 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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