AECC Aero-Engine Control Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:67.56% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2411 | 20.03 | |
| 0.1127 | 13.47 | |
| 0.8691 | 208.71 | |
| -0.0141 | -1.30 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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