China Electric Mfg Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.86% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3251 | 23.08 | |
| 0.1143 | 22.50 | |
| 0.8316 | 175.41 | |
| -0.0164 | -1.86 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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