Zhejiang Dongri GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.25% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1485 | 18.76 | |
| 0.1118 | 24.48 | |
| 0.8971 | 280.17 | |
| -0.0425 | -7.66 |
Estimation Period:
Oct 21, 1997 to Jan 30, 2026
Oct 21, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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