Everbright Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.72% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 13.81 | |
| 0.0751 | 15.36 | |
| 0.9271 | 328.64 | |
| -0.0257 | -3.74 |
Estimation Period:
Aug 18, 2009 to Feb 13, 2026
Aug 18, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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