Grand Baoxin Auto Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:30.76% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5957 | 14.23 | |
| 0.1032 | 15.36 | |
| 0.8380 | 138.97 | |
| 0.1019 | 4.65 |
Estimation Period:
Dec 14, 2011 to May 30, 2025
Dec 14, 2011 to May 30, 2025
News Impact Curve
Volatility Forecasts
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