NetEase Cloud Music Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.49% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7155 | 9.93 | |
| 0.1052 | 10.01 | |
| 0.8474 | 90.71 | |
| 0.0004 | 0.02 |
Estimation Period:
Dec 2, 2021 to Feb 6, 2026
Dec 2, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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