Changzhou NRB Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.72% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2894 | 13.50 | |
| 0.1259 | 15.67 | |
| 0.8857 | 187.97 | |
| -0.0715 | -6.42 |
Estimation Period:
Jan 21, 2014 to Feb 6, 2026
Jan 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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