Tsingtao Brewery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.27% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1597 | 19.99 | |
| 0.0849 | 18.98 | |
| 0.8903 | 298.77 | |
| 0.0227 | 2.75 |
Estimation Period:
Jul 15, 1993 to Feb 6, 2026
Jul 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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