Xiaocaiyuan International HO GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.57% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4296 | 5.91 | |
| 0.1457 | 3.32 | |
| 0.8866 | 39.72 | |
| -0.1457 | -3.06 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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