Beijing Enterprises Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.03% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1546 | 18.18 | |
| 0.1020 | 25.64 | |
| 0.8595 | 197.99 | |
| 0.0313 | 3.68 |
Estimation Period:
May 29, 1997 to Feb 16, 2026
May 29, 1997 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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