Anhui Yingjia Distillery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.45% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2059 | 11.49 | |
| 0.0940 | 14.29 | |
| 0.8999 | 204.99 | |
| -0.0431 | -4.80 |
Estimation Period:
May 28, 2015 to Feb 13, 2026
May 28, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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