Da Yu Financial Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.37% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9693 | 10.28 | |
| 0.0556 | 10.50 | |
| 0.8908 | 134.54 | |
| 0.0294 | 2.01 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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