China Everbright Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.54% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1845 | 16.34 | |
| 0.0738 | 12.98 | |
| 0.9000 | 300.99 | |
| 0.0276 | 2.96 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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