Guangdong Provincial Academy GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.11% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0355 | 6.08 | |
| 0.3647 | 5.80 | |
| 0.5942 | 22.06 | |
| -0.3647 | -5.68 |
Estimation Period:
Aug 12, 2025 to Feb 6, 2026
Aug 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Guangdong Provincial Academy Analyses
Other GJR-GARCH Analyses on International Equities