Maoyan Entertainment GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.74% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4504 | 9.79 | |
| 0.1036 | 8.51 | |
| 0.7812 | 46.36 | |
| -0.0257 | -1.26 |
Estimation Period:
Feb 7, 2019 to Feb 6, 2026
Feb 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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