Nanjing Tanker Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.30% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2976 | 8.65 | |
| 0.1634 | 10.11 | |
| 0.8329 | 81.69 | |
| -0.0901 | -4.68 |
Estimation Period:
Jan 8, 2019 to Feb 6, 2026
Jan 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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