China Vanke Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.53% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 14.12 | |
| 0.0721 | 10.50 | |
| 0.8996 | 205.48 | |
| 0.0064 | 0.49 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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