China Treasures NEW Material GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.30% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0676 | 7.02 | |
| 0.2905 | 10.73 | |
| 0.8287 | 55.24 | |
| -0.2384 | -6.79 |
Estimation Period:
Mar 30, 2023 to Feb 6, 2026
Mar 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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