Jiangsu Expressway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.91% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 15.38 | |
| 0.0474 | 17.19 | |
| 0.9349 | 460.33 | |
| 0.0200 | 4.01 |
Estimation Period:
Jul 2, 1997 to Feb 6, 2026
Jul 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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