Luyuan Group Holding Cayman GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.13% (-8.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8414 | 6.99 | |
| 0.1590 | 5.16 | |
| 0.7098 | 24.57 | |
| 0.0602 | 1.13 |
Estimation Period:
Oct 11, 2023 to Feb 6, 2026
Oct 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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