Changshu Tongrun A GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.15% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4738 | 15.16 | |
| 0.1687 | 11.21 | |
| 0.7327 | 63.66 | |
| 0.0332 | 1.31 |
Estimation Period:
Jul 29, 2022 to Feb 6, 2026
Jul 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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