Concord Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.23% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1557 | 15.06 | |
| 0.1257 | 18.91 | |
| 0.8384 | 149.36 | |
| 0.0101 | 1.10 |
Estimation Period:
Jun 27, 2003 to Jan 30, 2026
Jun 27, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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