Huaan Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:31.89% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2005 | 13.03 | |
| 0.0963 | 10.67 | |
| 0.8857 | 154.63 | |
| -0.0523 | -4.27 |
Estimation Period:
Dec 6, 2016 to Feb 13, 2026
Dec 6, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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