Sichuan Golden Summit Group GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.35% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5070 | 23.90 | |
| 0.1559 | 27.70 | |
| 0.8075 | 185.28 | |
| -0.0062 | -0.62 |
Estimation Period:
Oct 8, 1993 to Feb 6, 2026
Oct 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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