Chun Yuan Steel Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.99% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 15.52 | |
| 0.1416 | 26.75 | |
| 0.8887 | 299.31 | |
| -0.0605 | -9.51 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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