Caitong Securities Co.,Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.94% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1356 | 11.32 | |
| 0.0748 | 11.22 | |
| 0.9046 | 164.15 | |
| -0.0133 | -1.42 |
Estimation Period:
Oct 24, 2017 to Feb 6, 2026
Oct 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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