China Express Airlines Co.,LTD GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.76% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2855 | 11.40 | |
| 0.0435 | 7.56 | |
| 0.9168 | 161.61 | |
| -0.0023 | -0.25 |
Estimation Period:
Mar 2, 2018 to Feb 6, 2026
Mar 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Express Airlines Co.,LTD Analyses
Other GJR-GARCH Analyses on International Equities