Everbright Grand China Assets Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.68% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8138 | 5.59 | |
| 0.1823 | 5.13 | |
| 0.6383 | 12.85 | |
| -0.1750 | -4.31 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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