XCMG Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:37.53% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 8.31 | |
| 0.0584 | 13.66 | |
| 0.9308 | 368.20 | |
| 0.0081 | 1.04 |
Estimation Period:
Aug 28, 1996 to Feb 13, 2026
Aug 28, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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