China Fortune Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.22% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7590 | 6.82 | |
| 0.0324 | 9.23 | |
| 0.9291 | 210.69 | |
| 0.0464 | 4.55 |
Estimation Period:
Jan 2, 2007 to Dec 24, 2025
Jan 2, 2007 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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