Juneyao Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.30% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 10.62 | |
| 0.0452 | 10.76 | |
| 0.9438 | 356.69 | |
| 0.0012 | 0.18 |
Estimation Period:
May 27, 2015 to Feb 6, 2026
May 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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