Great China Holdings Hong Kong Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.04% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4281 | 16.62 | |
| 0.1553 | 20.24 | |
| 0.7267 | 59.38 |
Estimation Period:
Aug 27, 2009 to Feb 6, 2026
Aug 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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