CMBC Capital Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.39% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0727 | 17.18 | |
| 0.2489 | 17.10 | |
| 0.6555 | 61.32 | |
| 0.0244 | 0.87 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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