Nanjing Central Emporium GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.03% (+3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3444 | 21.12 | |
| 0.1262 | 20.50 | |
| 0.8508 | 209.72 | |
| -0.0272 | -2.87 |
Estimation Period:
Sep 26, 2000 to Feb 6, 2026
Sep 26, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nanjing Central Emporium Analyses
Other GJR-GARCH Analyses on International Equities