Xiaomi Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.95% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0727 | 3.41 | |
| 0.0907 | 15.15 | |
| 0.9023 | 161.27 | |
| 0.0140 | 1.03 |
Estimation Period:
Nov 12, 2018 to Feb 13, 2026
Nov 12, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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