Wangfujing Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.46% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1792 | 20.54 | |
| 0.1023 | 17.99 | |
| 0.8865 | 249.31 | |
| -0.0235 | -3.30 |
Estimation Period:
May 6, 1994 to Jan 30, 2026
May 6, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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