BGI Group Joint Stock Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.57% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4336 | 15.56 | |
| 0.0846 | 13.71 | |
| 0.8752 | 207.89 | |
| 0.0162 | 1.40 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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