Baoshan Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 12.91 | |
| 0.1079 | 17.74 | |
| 0.8847 | 224.21 | |
| -0.0219 | -2.29 |
Estimation Period:
Dec 12, 2000 to Feb 6, 2026
Dec 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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