Yongan Futures Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.33% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4191 | 12.04 | |
| 0.1801 | 8.54 | |
| 0.7781 | 58.03 | |
| -0.1234 | -4.90 |
Estimation Period:
Dec 23, 2021 to Jan 30, 2026
Dec 23, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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