Jia Yao Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.63% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1824 | 12.76 | |
| 0.1751 | 8.98 | |
| 0.7831 | 67.04 | |
| -0.0516 | -1.98 |
Estimation Period:
Jun 27, 2014 to Feb 6, 2026
Jun 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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