New World Department Store China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:87.32% (-5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1633 | 16.61 | |
| 0.1391 | 17.93 | |
| 0.8673 | 208.58 | |
| -0.0144 | -1.33 |
Estimation Period:
Jul 12, 2007 to Feb 6, 2026
Jul 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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