CAC Nantong Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.11% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2683 | 6.18 | |
| 0.3424 | 6.65 | |
| 0.7411 | 42.77 | |
| -0.2737 | -4.44 |
Estimation Period:
Apr 11, 2025 to Feb 6, 2026
Apr 11, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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