China Resources Beer Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.44% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1179 | 13.42 | |
| 0.0379 | 12.37 | |
| 0.9332 | 343.21 | |
| 0.0325 | 5.54 |
Estimation Period:
Jan 3, 1990 to Feb 16, 2026
Jan 3, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other China Resources Beer Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities