Yinhua Fund Manage GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.69% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 13.64 | |
| 0.1607 | 11.53 | |
| 0.7929 | 87.97 | |
| -0.0151 | -0.76 |
Estimation Period:
May 21, 2020 to Feb 13, 2026
May 21, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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