China Literature Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:106.54% (-7.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2664 | 13.82 | |
| 0.1688 | 11.57 | |
| 0.6574 | 31.48 | |
| -0.0400 | -1.46 |
Estimation Period:
Nov 8, 2017 to Feb 6, 2026
Nov 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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