Tsinghua Tongfang Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.77% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1896 | 19.04 | |
| 0.0825 | 15.04 | |
| 0.8968 | 259.33 | |
| -0.0038 | -0.48 |
Estimation Period:
Jul 1, 1997 to Feb 6, 2026
Jul 1, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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