Yangzhou Guangling District Taihe Rural Micro-finance Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:47.79% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6531 | 12.17 | |
| 0.2188 | 11.93 | |
| 0.7073 | 57.09 | |
| 0.0874 | 2.40 |
Estimation Period:
May 8, 2017 to May 30, 2025
May 8, 2017 to May 30, 2025
News Impact Curve
Volatility Forecasts
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