China Gas Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:26.30% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 15.78 | |
| 0.0639 | 19.21 | |
| 0.9242 | 460.26 | |
| 0.0119 | 2.07 |
Estimation Period:
Oct 20, 1995 to Feb 16, 2026
Oct 20, 1995 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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