Nan Yang Dyeing GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.90% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 15.28 | |
| 0.0733 | 21.42 | |
| 0.9342 | 357.38 | |
| -0.0201 | -3.82 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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