Guangdong Construction Engineering Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.97% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2548 | 13.89 | |
| 0.1635 | 19.05 | |
| 0.8372 | 163.23 | |
| -0.0682 | -5.83 |
Estimation Period:
Aug 10, 2006 to Feb 6, 2026
Aug 10, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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