Fullgoal Chinext 2-Year Regu GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.96% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1316 | 7.86 | |
| 0.0924 | 3.95 | |
| 0.7913 | 49.79 | |
| 0.0567 | 1.29 |
Estimation Period:
Jan 28, 2021 to Feb 6, 2026
Jan 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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