Sinotruk Hong Kong Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.07% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 17.50 | |
| 0.0609 | 13.17 | |
| 0.9195 | 318.49 | |
| 0.0188 | 2.28 |
Estimation Period:
Nov 28, 2007 to Feb 16, 2026
Nov 28, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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