Hebei Constructio GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.83% (+7.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4156 | 6.49 | |
| 0.1603 | 8.90 | |
| 0.8546 | 63.63 | |
| -0.0701 | -4.31 |
Estimation Period:
Dec 15, 2017 to Feb 6, 2026
Dec 15, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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