China Steel Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.96% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.96 | |
| 0.0970 | 14.89 | |
| 0.9061 | 186.97 | |
| -0.0456 | -5.17 |
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Feb 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Steel Chemical Corp Analyses
Other GJR-GARCH Analyses on International Equities