Cosmo Lady China Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:55.90% (-7.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3174 | 16.51 | |
| 0.1904 | 11.61 | |
| 0.6264 | 44.92 | |
| 0.0183 | 0.66 |
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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