Guotai Junan Securities Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:11.00% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 7.90 | |
| 0.1304 | 6.58 | |
| 0.7592 | 44.10 | |
| 0.2011 | 4.55 |
Estimation Period:
Oct 13, 2022 to Feb 13, 2026
Oct 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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