Canggang Railway Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.33% (-11.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8556 | 20.37 | |
| 0.7812 | 13.43 | |
| 0.4741 | 26.11 | |
| -0.5107 | -8.45 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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