Grand Pharmaceutical Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.16% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 10.77 | |
| 0.0413 | 8.86 | |
| 0.9517 | 334.39 | |
| 0.0008 | 0.11 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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