China Resources Beverage GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.57% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 0.72 | |
| 0.0830 | 4.52 | |
| 0.9548 | 151.12 | |
| -0.0830 | -4.54 |
Estimation Period:
Oct 23, 2024 to Feb 6, 2026
Oct 23, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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