Pacific Securities Co Ltd/The/China GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.89% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2182 | 14.70 | |
| 0.1057 | 18.00 | |
| 0.8714 | 179.62 | |
| -0.0122 | -1.37 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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