China Energy Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.67% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6761 | 14.30 | |
| 0.2443 | 10.69 | |
| 0.6958 | 41.62 | |
| -0.0263 | -0.51 |
Estimation Period:
Dec 10, 2015 to Feb 16, 2026
Dec 10, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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