Associated Industries China GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.11% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1954 | 20.33 | |
| 0.1403 | 25.72 | |
| 0.8497 | 196.52 | |
| -0.0191 | -1.53 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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