LVGEM China Real Estate Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:66.84% (-5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4255 | 15.08 | |
| 0.2112 | 16.99 | |
| 0.8075 | 128.57 | |
| -0.0375 | -2.23 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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