Farglory Free Trade Zone Inv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.30% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 17.69 | |
| 0.0870 | 19.09 | |
| 0.9083 | 284.03 | |
| -0.0126 | -1.69 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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