CGN Power Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.11% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 11.32 | |
| 0.0965 | 12.35 | |
| 0.9048 | 212.79 | |
| -0.0410 | -4.00 |
Estimation Period:
Dec 10, 2014 to Feb 13, 2026
Dec 10, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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