Taiyuan Heavy Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.97% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 18.47 | |
| 0.0931 | 23.40 | |
| 0.8991 | 331.41 | |
| -0.0121 | -2.17 |
Estimation Period:
Sep 4, 1998 to Jan 30, 2026
Sep 4, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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