China Petroleum & Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.57% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 15.98 | |
| 0.0618 | 18.15 | |
| 0.9143 | 334.79 | |
| 0.0117 | 1.91 |
Estimation Period:
Oct 19, 2000 to Feb 6, 2026
Oct 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Petroleum & Chemical Corp Analyses
Other GJR-GARCH Analyses on International Equities