Jiumaojiu International GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:76.79% (+6.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2201 | 12.27 | |
| 0.1681 | 5.78 | |
| 0.6828 | 33.73 | |
| -0.0598 | -1.45 |
Estimation Period:
May 11, 2021 to Feb 13, 2026
May 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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