China Galaxy Securities Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1857 | 10.05 | |
| 0.0795 | 9.76 | |
| 0.9109 | 159.44 | |
| -0.0199 | -1.63 |
Estimation Period:
May 22, 2013 to Feb 6, 2026
May 22, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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