CIMC Enric Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.34% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2862 | 15.27 | |
| 0.0571 | 16.17 | |
| 0.8954 | 246.82 | |
| 0.0412 | 5.43 |
Estimation Period:
Oct 18, 2005 to Feb 13, 2026
Oct 18, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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