V-Lab: Chongqing Road & Bridge Co GJR-GARCH Volatility Analysis

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V-Lab

Chongqing Road & Bridge Co GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:59.75% (+7.24%)

Analysis last updated: Thursday, April 18, 2024 at 06:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1072	16.29
$α$	0.1133	20.49
$β$	0.8965	307.45
$γ$	-0.0388	-4.67

Estimation Period:
Jun 18, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts