China Resources Power Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 13.43 | |
| 0.0533 | 15.53 | |
| 0.9302 | 358.87 | |
| 0.0108 | 1.74 |
Estimation Period:
Nov 12, 2003 to Feb 16, 2026
Nov 12, 2003 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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