Foshan Haitian Flavouring GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.13% (-4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3405 | 5.99 | |
| 0.2870 | 3.32 | |
| 0.6212 | 14.76 | |
| -0.1122 | -0.89 |
Estimation Period:
Jun 19, 2025 to Feb 6, 2026
Jun 19, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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