NEW China Life Insurance Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.42% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1473 | 11.49 | |
| 0.0521 | 9.01 | |
| 0.9338 | 255.35 | |
| -0.0130 | -1.49 |
Estimation Period:
Dec 15, 2011 to Feb 6, 2026
Dec 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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