Jilin Chemical Fibre GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.51% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1925 | 19.83 | |
| 0.1134 | 25.09 | |
| 0.8809 | 310.84 | |
| -0.0270 | -3.85 |
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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