Jiangsu Huachen Transformer GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.16% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3249 | 7.86 | |
| 0.1477 | 9.54 | |
| 0.8699 | 130.06 | |
| -0.1057 | -5.66 |
Estimation Period:
May 12, 2022 to Feb 6, 2026
May 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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