Zheshang Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.93% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1207 | 9.60 | |
| 0.0819 | 12.38 | |
| 0.9154 | 209.62 | |
| -0.0350 | -4.15 |
Estimation Period:
Jun 26, 2017 to Jan 30, 2026
Jun 26, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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