China Resource and Environment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.27% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 11.72 | |
| 0.1148 | 20.70 | |
| 0.8922 | 319.33 | |
| -0.0139 | -1.31 |
Estimation Period:
Dec 16, 1999 to Feb 6, 2026
Dec 16, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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