Guotai Junan International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.62% (+4.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6698 | 15.28 | |
| 0.1383 | 10.15 | |
| 0.8150 | 77.32 | |
| -0.0382 | -2.34 |
Estimation Period:
Jul 8, 2010 to Feb 13, 2026
Jul 8, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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