SDIC Zhonglu Fruit Juice Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.17% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4140 | 16.56 | |
| 0.1021 | 18.67 | |
| 0.8776 | 197.43 | |
| -0.0414 | -5.65 |
Estimation Period:
Jun 22, 2004 to Feb 6, 2026
Jun 22, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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