Sino Gas Holdings Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:94.02% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.81 | |
| 0.0604 | 3.10 | |
| 0.8211 | 29.53 | |
| 0.0556 | 1.26 |
Estimation Period:
Dec 28, 2018 to Jan 30, 2026
Dec 28, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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