GOME Retail Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:92.34% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1780 | 7.89 | |
| 0.0416 | 11.13 | |
| 0.9305 | 323.89 | |
| 0.0557 | 6.89 |
Estimation Period:
Apr 15, 1992 to Feb 13, 2026
Apr 15, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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