Zto Express Cayman Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.29% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5268 | 9.41 | |
| 0.0505 | 6.92 | |
| 0.8131 | 57.89 | |
| 0.1029 | 4.46 |
Estimation Period:
Sep 29, 2020 to Feb 13, 2026
Sep 29, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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