HJ Shipbuilding & Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.78% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2437 | 14.06 | |
| 0.0692 | 14.13 | |
| 0.8978 | 256.07 | |
| 0.0377 | 3.23 |
Estimation Period:
Aug 31, 2007 to Feb 20, 2026
Aug 31, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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