Ping AN Insurance Group GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.88%
decreased by 0.49%
1 Week
29.73%
increased by 0.36%
1 Month
32.02%
increased by 2.65%
Analysis last updated: Thursday, May 21, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2899 | 10.15 | |
| 0.0924 | 7.97 | |
| 0.8761 | 102.66 | |
| -0.0485 | -2.65 |
Estimation Period:
Apr 23, 2021 to May 15, 2026
Apr 23, 2021 to May 15, 2026
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