China Merchants Land Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.08% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1670 | 15.61 | |
| 0.0859 | 16.11 | |
| 0.9009 | 318.00 | |
| 0.0264 | 3.20 |
Estimation Period:
Oct 16, 1997 to Feb 6, 2026
Oct 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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