Beijing Vastdata Technology Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:84.66% (+8.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4343 | 13.95 | |
| 0.0784 | 10.36 | |
| 0.9034 | 191.48 | |
| -0.0373 | -3.65 |
Estimation Period:
Mar 6, 2017 to Feb 6, 2026
Mar 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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