Xining Special Steel Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.19% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1842 | 21.30 | |
| 0.1120 | 25.28 | |
| 0.8895 | 336.16 | |
| -0.0414 | -6.30 |
Estimation Period:
Oct 15, 1997 to Feb 6, 2026
Oct 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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