Yuexiu Property Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.34% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1835 | 16.51 | |
| 0.0574 | 15.91 | |
| 0.9011 | 303.80 | |
| 0.0450 | 6.48 |
Estimation Period:
Dec 15, 1992 to Feb 6, 2026
Dec 15, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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