SooChow Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.74% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0886 | 12.35 | |
| 0.0699 | 13.93 | |
| 0.9207 | 271.85 | |
| -0.0101 | -1.25 |
Estimation Period:
Dec 12, 2011 to Feb 6, 2026
Dec 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SooChow Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities