Jilin Chemical Fibre AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.12% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2168 | 21.43 | |
| 0.1076 | 49.06 | |
| 0.8691 | 326.84 | |
| -0.3172 | -6.04 |
Estimation Period:
Aug 6, 1996 to Feb 6, 2026
Aug 6, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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