China PengFei Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:92.11% (+35.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9778 | 8.83 | |
| 0.1598 | 6.62 | |
| 0.7589 | 41.70 | |
| -0.0032 | -0.07 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
News Impact Curve
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