Yunnan Aluminium Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.25% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 16.17 | |
| 0.0707 | 20.11 | |
| 0.9362 | 535.57 | |
| -0.0297 | -6.42 |
Estimation Period:
Apr 8, 1998 to Feb 6, 2026
Apr 8, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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