China Renaissance Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.37% (+16.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2738 | 3.71 | |
| 0.0958 | 9.95 | |
| 0.9073 | 84.99 | |
| -0.0409 | -1.89 |
Estimation Period:
Sep 27, 2018 to Feb 6, 2026
Sep 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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