China Overseas Land & Investment Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.49% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2917 | 22.70 | |
| 0.0975 | 19.99 | |
| 0.8446 | 210.79 | |
| 0.0554 | 4.48 |
Estimation Period:
Aug 20, 1992 to Feb 6, 2026
Aug 20, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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