Meituan GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.74% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4592 | 9.42 | |
| 0.0443 | 6.62 | |
| 0.8945 | 112.15 | |
| 0.0531 | 4.01 |
Estimation Period:
Sep 20, 2018 to Feb 6, 2026
Sep 20, 2018 to Feb 6, 2026
News Impact Curve
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