COFCO Capital Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.55% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3186 | 20.71 | |
| 0.1668 | 23.28 | |
| 0.8284 | 169.17 | |
| -0.0542 | -5.22 |
Estimation Period:
Jun 3, 2010 to Feb 13, 2026
Jun 3, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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