Laobaixing Pharmacy Chain JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.04% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 12.99 | |
| 0.0511 | 11.99 | |
| 0.9375 | 331.14 | |
| -0.0011 | -0.18 |
Estimation Period:
Apr 23, 2015 to Feb 6, 2026
Apr 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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