Orient Securities Co Ltd/China GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.33% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0609 | 11.10 | |
| 0.0670 | 13.86 | |
| 0.9348 | 288.69 | |
| -0.0269 | -4.18 |
Estimation Period:
Mar 23, 2015 to Feb 6, 2026
Mar 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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