China Environmental Resources Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:64.61% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3099 | 15.14 | |
| 0.1220 | 12.82 | |
| 0.8160 | 121.88 | |
| 0.0358 | 1.62 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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