China Mengniu Dairy Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.33% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3495 | 21.17 | |
| 0.0766 | 13.16 | |
| 0.8460 | 164.28 | |
| 0.0449 | 2.91 |
Estimation Period:
Jun 10, 2004 to Feb 6, 2026
Jun 10, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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