Sichuan Expressway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.54% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 10.37 | |
| 0.1048 | 15.45 | |
| 0.8880 | 161.80 | |
| 0.0005 | 0.04 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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