Chengdu Road & Bridge Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.05% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 12.91 | |
| 0.1007 | 15.68 | |
| 0.9018 | 265.71 | |
| -0.0247 | -2.35 |
Estimation Period:
Nov 3, 2011 to Feb 6, 2026
Nov 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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