China New City Commercial Development Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.48% (-10.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1495 | 13.22 | |
| 0.2243 | 10.12 | |
| 0.6766 | 52.90 | |
| 0.0781 | 1.89 |
Estimation Period:
Jul 10, 2014 to Feb 6, 2026
Jul 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China New City Commercial Development Ltd Analyses
Other GJR-GARCH Analyses on International Equities