Everbright Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.47% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2866 | 19.90 | |
| 0.1393 | 9.08 | |
| 0.8375 | 114.23 | |
| -0.0547 | -2.83 |
Estimation Period:
Aug 18, 2016 to Feb 6, 2026
Aug 18, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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