Nanjing Xinjiekou Department Store Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.14% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2046 | 21.63 | |
| 0.1146 | 19.99 | |
| 0.8686 | 249.46 | |
| -0.0098 | -1.01 |
Estimation Period:
Oct 18, 1993 to Feb 6, 2026
Oct 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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