Ping An Insurance Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.13% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3421 | 6.51 | |
| 0.0613 | 12.46 | |
| 0.8848 | 120.05 | |
| 0.0160 | 1.64 |
Estimation Period:
Jun 24, 2004 to Feb 6, 2026
Jun 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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