Nanhua Futures Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.31% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5369 | 12.84 | |
| 0.1469 | 11.41 | |
| 0.8111 | 83.59 | |
| -0.0640 | -3.61 |
Estimation Period:
Aug 30, 2019 to Feb 6, 2026
Aug 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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