Beijing China Sciences Runyu GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.93% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4017 | 11.65 | |
| 0.3792 | 9.28 | |
| 0.6629 | 33.00 | |
| -0.2187 | -4.56 |
Estimation Period:
Jul 8, 2022 to Feb 6, 2026
Jul 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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