China First Capital Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:140.06% (-35.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1450 | 12.67 | |
| 0.2985 | 8.69 | |
| 0.5949 | 39.62 | |
| -0.0234 | -0.35 |
Estimation Period:
Nov 23, 2011 to Feb 13, 2026
Nov 23, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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