China Reinsurance Group Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.99% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1216 | 15.40 | |
| 0.1251 | 10.99 | |
| 0.8645 | 174.90 | |
| -0.0302 | -1.71 |
Estimation Period:
Oct 26, 2015 to Feb 13, 2026
Oct 26, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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