New Century Group Hong Kong Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:54.34% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8540 | 10.66 | |
| 0.2055 | 12.63 | |
| 0.7755 | 78.16 | |
| -0.0452 | -2.15 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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