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

V-Lab

Eason Technology Limited GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:126.67% (+14.80%)

Analysis last updated: Friday, August 22, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9096	14.79
$α$	0.5447	16.81
$β$	0.5809	39.42
$γ$	-0.2911	-6.39

Estimation Period:
Nov 23, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts