Dafeng Tv Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.78% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 17.36 | |
| 0.4776 | 14.34 | |
| 0.6231 | 53.62 | |
| -0.3204 | -7.89 |
Estimation Period:
Jan 20, 2006 to Feb 6, 2026
Jan 20, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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