Tsingtao Brewery Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.37%
decreased by 0.25%
1 Week
17.03%
increased by 0.41%
1 Month
19.39%
increased by 2.77%
Analysis last updated: Thursday, May 21, 2026 at 06:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 17.88 | |
| 0.0691 | 18.54 | |
| 0.9243 | 509.26 | |
| 0.0053 | 0.73 |
Estimation Period:
Aug 27, 1993 to May 15, 2026
Aug 27, 1993 to May 15, 2026
Other Tsingtao Brewery Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities