China Petroleum & Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.88% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 14.55 | |
| 0.1301 | 18.78 | |
| 0.8898 | 302.64 | |
| -0.0563 | -6.67 |
Estimation Period:
Aug 8, 2001 to Feb 6, 2026
Aug 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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