Great China Holdings Hong Kong Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:64.67% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7622 | 17.22 | |
| 0.1820 | 10.01 | |
| 0.7109 | 54.49 | |
| -0.0495 | -1.97 |
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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