Hangzhou Sf Intra-City GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.22% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7022 | 12.59 | |
| 0.2801 | 10.68 | |
| 0.6489 | 34.92 | |
| -0.1205 | -3.70 |
Estimation Period:
Dec 14, 2021 to Feb 6, 2026
Dec 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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