ShaanXi Provincial Natural Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.85% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 7.73 | |
| 0.1280 | 11.63 | |
| 0.8862 | 184.55 | |
| -0.0592 | -4.46 |
Estimation Period:
Aug 13, 2008 to Feb 6, 2026
Aug 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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