Noah Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.03% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3276 | 16.64 | |
| 0.0742 | 12.54 | |
| 0.7933 | 83.21 | |
| 0.0678 | 5.20 |
Estimation Period:
Nov 10, 2010 to Feb 6, 2026
Nov 10, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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