CLPS Incorporation GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.00% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4753 | 18.58 | |
| 0.4364 | 8.63 | |
| 0.5395 | 31.88 | |
| -0.1406 | -2.25 |
Estimation Period:
May 24, 2018 to Feb 13, 2026
May 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CLPS Incorporation Analyses
Other GJR-GARCH Analyses on Equities