Yanchang Petroleum International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.60% (-3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8508 | 24.17 | |
| 0.2297 | 17.08 | |
| 0.7267 | 104.02 | |
| -0.0765 | -3.93 |
Estimation Period:
Jun 7, 2001 to Feb 6, 2026
Jun 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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