Fortune Sun China Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 9th, 2025:461.17% (-8.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1893 | 11.62 | |
| 0.0398 | 6.54 | |
| 0.9254 | 150.86 | |
| 0.0378 | 3.09 |
Estimation Period:
Jan 2, 2007 to Sep 5, 2025
Jan 2, 2007 to Sep 5, 2025
News Impact Curve
Volatility Forecasts
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