China Eastern Airlines Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.47% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0859 | 18.85 | |
| 0.0811 | 23.65 | |
| 0.9082 | 379.99 | |
| -0.0037 | -0.66 |
Estimation Period:
Nov 5, 1997 to Feb 6, 2026
Nov 5, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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