Gansu Yasheng Industrial Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.66% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 19.82 | |
| 0.1022 | 23.32 | |
| 0.8967 | 350.39 | |
| -0.0117 | -1.80 |
Estimation Period:
Aug 18, 1997 to Feb 6, 2026
Aug 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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