China Southern Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.65% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1855 | 20.44 | |
| 0.0723 | 19.79 | |
| 0.8962 | 365.80 | |
| 0.0385 | 5.09 |
Estimation Period:
Jul 31, 1997 to Feb 6, 2026
Jul 31, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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