Tianfeng Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.90% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2089 | 12.52 | |
| 0.1087 | 11.02 | |
| 0.8708 | 118.14 | |
| -0.0226 | -1.28 |
Estimation Period:
Oct 19, 2018 to Feb 6, 2026
Oct 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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