China Petroleum & Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.77% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0784 | 15.97 | |
| 0.0622 | 18.21 | |
| 0.9144 | 335.31 | |
| 0.0110 | 1.80 |
Estimation Period:
Oct 19, 2000 to Feb 20, 2026
Oct 19, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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