China Aoyuan Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:95.21% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0908 | 9.67 | |
| 0.0599 | 13.30 | |
| 0.9204 | 374.44 | |
| 0.0381 | 4.09 |
Estimation Period:
Oct 9, 2007 to Feb 13, 2026
Oct 9, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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