Jiangxi Guotai Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.84% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2925 | 15.14 | |
| 0.0888 | 13.89 | |
| 0.8750 | 150.50 | |
| -0.0010 | -0.09 |
Estimation Period:
Nov 11, 2016 to Feb 6, 2026
Nov 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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