China Innovation Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:83.86% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6072 | 5.01 | |
| 0.1018 | 19.79 | |
| 0.8677 | 159.33 | |
| 0.0479 | 3.00 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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