Huaan Zhangjiang Everbright GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.60% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 9.02 | |
| 0.1327 | 9.07 | |
| 0.8186 | 64.18 | |
| 0.0152 | 0.60 |
Estimation Period:
Jun 21, 2021 to Feb 13, 2026
Jun 21, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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