China Agri-Products Exchange Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.06% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7040 | 14.93 | |
| 0.1157 | 13.85 | |
| 0.8222 | 123.35 | |
| 0.0429 | 2.41 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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