Beijing Caishikou Department Store Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:62.57% (-5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3830 | 10.28 | |
| 0.1538 | 10.77 | |
| 0.8065 | 68.15 | |
| -0.0722 | -3.32 |
Estimation Period:
Sep 9, 2021 to Feb 13, 2026
Sep 9, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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