Sinotrans Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.13% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2538 | 18.75 | |
| 0.0593 | 16.56 | |
| 0.8921 | 248.02 | |
| 0.0353 | 4.68 |
Estimation Period:
Feb 13, 2003 to Feb 6, 2026
Feb 13, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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