CMOC Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:68.07% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5225 | 11.80 | |
| 0.0668 | 12.57 | |
| 0.8641 | 140.01 | |
| 0.0483 | 3.65 |
Estimation Period:
Apr 26, 2007 to Feb 16, 2026
Apr 26, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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