CPM Group Ltd/HK GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:122.81% (-9.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2243 | 8.34 | |
| 0.1135 | 8.97 | |
| 0.8553 | 108.05 | |
| 0.0306 | 1.52 |
Estimation Period:
Jul 10, 2017 to Jan 30, 2026
Jul 10, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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