CITIC Niya Wine Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:80.17% (-3.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 17.11 | |
| 0.1025 | 15.72 | |
| 0.8968 | 309.57 | |
| -0.0185 | -1.97 |
Estimation Period:
Jul 11, 1997 to Feb 6, 2026
Jul 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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