Chongqing Yuxin Pingrui GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.87% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5349 | 5.74 | |
| 0.2023 | 8.17 | |
| 0.7396 | 28.39 | |
| 0.0258 | 0.73 |
Estimation Period:
May 24, 2022 to Feb 6, 2026
May 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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