Anhui Expressway Company Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.17% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 12.97 | |
| 0.1026 | 17.78 | |
| 0.9027 | 206.99 | |
| -0.0394 | -6.19 |
Estimation Period:
Jan 7, 2003 to Feb 6, 2026
Jan 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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