Tianjin Pharmaceutical DA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.59% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2321 | 16.74 | |
| 0.0908 | 14.65 | |
| 0.8865 | 192.80 | |
| -0.0323 | -3.47 |
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Sep 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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