China Resources Gas Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.30% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2388 | 15.38 | |
| 0.1078 | 19.24 | |
| 0.8533 | 168.01 | |
| 0.0622 | 5.60 |
Estimation Period:
Nov 7, 1994 to Feb 6, 2026
Nov 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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