Dongguan Rural Commercial GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.43% (+6.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1729 | 12.32 | |
| 0.2034 | 11.03 | |
| 0.7565 | 69.47 | |
| 0.0310 | 0.82 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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