Sinopec Engineering Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.96% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1731 | 12.49 | |
| 0.0558 | 10.56 | |
| 0.8900 | 151.41 | |
| 0.0295 | 3.06 |
Estimation Period:
May 23, 2013 to Feb 6, 2026
May 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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