Chongqing Three Gorges Water Conservancy & Electric Power Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.45% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 14.36 | |
| 0.0884 | 21.64 | |
| 0.9143 | 427.64 | |
| -0.0119 | -1.85 |
Estimation Period:
Aug 4, 1997 to Jan 30, 2026
Aug 4, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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