Jiangsu Chengxing Phosph-Chemicals Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.93% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1203 | 17.18 | |
| 0.0700 | 19.72 | |
| 0.9232 | 412.87 | |
| -0.0124 | -2.38 |
Estimation Period:
Jul 1, 1997 to Jan 30, 2026
Jul 1, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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