Lingyuan Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.09% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2630 | 18.11 | |
| 0.1164 | 16.06 | |
| 0.8718 | 226.61 | |
| -0.0428 | -4.13 |
Estimation Period:
May 11, 2000 to Jan 30, 2026
May 11, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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