Angang Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.43% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2850 | 19.28 | |
| 0.0712 | 21.02 | |
| 0.8943 | 341.07 | |
| 0.0275 | 3.88 |
Estimation Period:
Jul 24, 1997 to Feb 6, 2026
Jul 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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