China Modern Dairy Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.81% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3811 | 15.91 | |
| 0.0818 | 15.32 | |
| 0.8644 | 166.27 | |
| 0.0174 | 1.74 |
Estimation Period:
Nov 26, 2010 to Feb 13, 2026
Nov 26, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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