Xinjiang Tianrun Dairy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.59% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1421 | 15.32 | |
| 0.0879 | 14.74 | |
| 0.9104 | 263.97 | |
| -0.0310 | -4.28 |
Estimation Period:
Jun 28, 2001 to Feb 6, 2026
Jun 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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