J&T Global Express Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.78% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3668 | 5.24 | |
| 0.0489 | 3.90 | |
| 0.9081 | 77.87 | |
| 0.0124 | 0.50 |
Estimation Period:
Oct 27, 2023 to Feb 13, 2026
Oct 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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