Zheshang Securities Zhejiang GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.30% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0847 | 11.67 | |
| 0.5396 | 7.49 | |
| 0.5488 | 27.39 | |
| -0.1769 | -2.00 |
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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