China Southern Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.38% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 11.02 | |
| 0.0527 | 20.05 | |
| 0.9548 | 626.50 | |
| -0.0223 | -6.46 |
Estimation Period:
Jul 25, 2003 to Feb 6, 2026
Jul 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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