CNGR Advanced Material Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.94% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2110 | 6.16 | |
| 0.0899 | 7.85 | |
| 0.9094 | 153.20 | |
| -0.0453 | -2.73 |
Estimation Period:
Dec 23, 2020 to Feb 6, 2026
Dec 23, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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