Sichuan Jiuzhou Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2115 | 18.05 | |
| 0.0994 | 22.83 | |
| 0.8892 | 306.93 | |
| -0.0164 | -2.47 |
Estimation Period:
May 6, 1998 to Feb 13, 2026
May 6, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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