Maoyan Entertainment GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.84% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5777 | 10.96 | |
| 0.0721 | 8.23 | |
| 0.8856 | 102.23 | |
| -0.0194 | -1.40 |
Estimation Period:
Feb 7, 2019 to Feb 13, 2026
Feb 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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