Hangzhou Guotai Environmenta GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.90% (+17.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8086 | 10.71 | |
| 0.5642 | 8.69 | |
| 0.6229 | 25.33 | |
| -0.3741 | -4.33 |
Estimation Period:
Apr 5, 2023 to Feb 6, 2026
Apr 5, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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