Yuexiu Transport Infrastructure Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.33% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 16.98 | |
| 0.0490 | 18.83 | |
| 0.9273 | 493.23 | |
| 0.0352 | 6.88 |
Estimation Period:
Jan 30, 1997 to Feb 6, 2026
Jan 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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