New Oriental Ed & Tech GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.79% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0514 | 5.58 | |
| 0.0495 | 4.00 | |
| 0.8432 | 117.26 | |
| 0.1148 | 3.84 |
Estimation Period:
Nov 9, 2020 to Feb 6, 2026
Nov 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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