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

V-Lab

Eason Technology Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:61.20% (-1.53%)

Analysis last updated: Friday, July 25, 2025 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8758	14.75
$α$	0.5487	16.90
$β$	0.5800	39.17
$γ$	-0.2931	-6.43

Estimation Period:
Nov 23, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts