China City Infrastructure Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:96.56% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3626 | 11.46 | |
| 0.0879 | 16.24 | |
| 0.9107 | 279.61 | |
| 0.0027 | 0.23 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China City Infrastructure Group Ltd Analyses
Other GJR-GARCH Analyses on International Equities