CNNC International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:89.62% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0960 | 5.54 | |
| 0.0334 | 9.10 | |
| 0.9546 | 265.11 | |
| 0.0194 | 1.74 |
Estimation Period:
Mar 15, 2007 to Feb 6, 2026
Mar 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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