CSPC Pharmaceutical Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.77% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 15.33 | |
| 0.0476 | 17.58 | |
| 0.9393 | 494.36 | |
| 0.0083 | 1.78 |
Estimation Period:
Jun 21, 1994 to Feb 6, 2026
Jun 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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