Cicc GLP Warehouse Logistics GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:12.01% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 6.08 | |
| 0.1595 | 9.74 | |
| 0.7838 | 32.29 | |
| -0.0190 | -0.73 |
Estimation Period:
Jun 21, 2021 to Feb 13, 2026
Jun 21, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cicc GLP Warehouse Logistics Analyses
Other GJR-GARCH Analyses on Real Estate