Cangzhou Dahua Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:83.13% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2317 | 21.13 | |
| 0.1012 | 23.87 | |
| 0.8890 | 325.54 | |
| -0.0217 | -3.62 |
Estimation Period:
Apr 6, 2000 to Feb 6, 2026
Apr 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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