China Machinery Huanyu Certi GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.78% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8868 | 4.46 | |
| 0.2377 | 6.38 | |
| 0.7294 | 32.20 | |
| -0.0846 | -1.35 |
Estimation Period:
Dec 1, 2023 to Feb 6, 2026
Dec 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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