Nongfu Spring Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.20% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 8.90 | |
| 0.0443 | 8.76 | |
| 0.9491 | 363.23 | |
| 0.0008 | 0.10 |
Estimation Period:
Sep 8, 2020 to Jan 30, 2026
Sep 8, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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