PICC Property & Casualty Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.32% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 16.42 | |
| 0.0649 | 14.88 | |
| 0.9148 | 323.15 | |
| 0.0056 | 0.75 |
Estimation Period:
Nov 6, 2003 to Feb 13, 2026
Nov 6, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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