Beijing Winsunny GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.77% (-3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1589 | 7.20 | |
| 0.1534 | 10.74 | |
| 0.8602 | 66.07 | |
| -0.0806 | -4.34 |
Estimation Period:
Jun 30, 2022 to Feb 6, 2026
Jun 30, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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