V-Lab: Eason Technology Limited GJR-GARCH Volatility Analysis

V-Lab

Eason Technology Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:72.83% (-10.21%)

Analysis last updated: Thursday, June 19, 2025 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8472	14.73
$α$	0.5485	16.82
$β$	0.5817	39.39
$γ$	-0.2936	-6.42

Estimation Period:
Nov 23, 2010 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts