AIR China Cargo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.45% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1650 | 6.04 | |
| 0.3442 | 4.58 | |
| 0.6979 | 38.07 | |
| -0.2569 | -2.72 |
Estimation Period:
Dec 30, 2024 to Feb 6, 2026
Dec 30, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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