Central China New Life Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.55% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8587 | 13.68 | |
| 0.1028 | 4.80 | |
| 0.5453 | 18.04 | |
| 0.0003 | 0.01 |
Estimation Period:
May 15, 2020 to Feb 6, 2026
May 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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