Yangtze Optical Fibre GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:129.49% (+20.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3055 | 12.63 | |
| 0.1226 | 12.46 | |
| 0.8705 | 159.78 | |
| -0.0288 | -2.17 |
Estimation Period:
May 4, 2015 to Feb 6, 2026
May 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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