Nanjing Comptech Composites GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:55.21% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1850 | 2.73 | |
| 0.2504 | 2.73 | |
| 0.7136 | 17.76 | |
| -0.2504 | -2.65 |
Estimation Period:
Feb 28, 2024 to Feb 13, 2026
Feb 28, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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