Nanjing Securities Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.33% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1693 | 10.11 | |
| 0.1298 | 13.31 | |
| 0.8597 | 120.78 | |
| -0.0377 | -2.76 |
Estimation Period:
Jun 13, 2018 to Feb 6, 2026
Jun 13, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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