Anhui Gujing Distillery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.99% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2962 | 26.66 | |
| 0.1456 | 23.79 | |
| 0.8046 | 219.65 | |
| 0.0226 | 2.13 |
Estimation Period:
Jun 12, 1996 to Feb 6, 2026
Jun 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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