CNQC International Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.14% (-5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1645 | 18.45 | |
| 0.1724 | 9.43 | |
| 0.7018 | 52.07 | |
| 0.0516 | 1.93 |
Estimation Period:
Oct 18, 2012 to Jan 23, 2026
Oct 18, 2012 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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