Chongqing Department Store Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.18% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1868 | 20.46 | |
| 0.0863 | 23.28 | |
| 0.8905 | 315.10 | |
| -0.0132 | -2.12 |
Estimation Period:
Jul 2, 1996 to Feb 6, 2026
Jul 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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