China Industrial Securities International Financial Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.15% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3791 | 15.21 | |
| 0.2267 | 7.38 | |
| 0.8398 | 68.19 | |
| -0.1330 | -3.04 |
Estimation Period:
Oct 21, 2016 to Feb 6, 2026
Oct 21, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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