China Asset Manage GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.05% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1182 | 14.32 | |
| 0.1563 | 7.53 | |
| 0.7686 | 63.94 | |
| 0.0225 | 0.88 |
Estimation Period:
Jan 8, 2021 to Feb 13, 2026
Jan 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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