Xiamen ITG Group Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.21% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1217 | 16.33 | |
| 0.1009 | 22.80 | |
| 0.8943 | 312.93 | |
| -0.0238 | -3.93 |
Estimation Period:
Oct 3, 1996 to Feb 6, 2026
Oct 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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