China General Plastics GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.99% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 16.93 | |
| 0.0568 | 17.50 | |
| 0.9224 | 432.83 | |
| 0.0100 | 1.75 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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