V-Lab
AVIC Industry-Finance Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:34.94% (-2.56%)
Analysis last updated: Friday, April 19, 2024 at 07:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1362 | 18.14 | |
| 0.1599 | 25.92 | |
| 0.8435 | 207.81 | |
| -0.0137 | -1.46 |
Estimation Period:
May 16, 1996 to Apr 12, 2024
May 16, 1996 to Apr 12, 2024
News Impact Curve
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