China World Trade Center Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.50% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1572 | 17.49 | |
| 0.1006 | 19.34 | |
| 0.8828 | 259.43 | |
| -0.0203 | -2.44 |
Estimation Period:
Mar 12, 1999 to Feb 6, 2026
Mar 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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