China Cinda Asset Management Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.68% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1217 | 9.06 | |
| 0.1151 | 11.41 | |
| 0.8877 | 95.32 | |
| -0.0466 | -3.78 |
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Dec 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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