Jiangxi Ganyue Expressway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8891 | 5.90 | |
| 0.0917 | 5.43 | |
| 0.8799 | 39.43 | |
| 0.0528 | 2.21 | |
| -0.1505 | -3.96 | |
| 0.1683 | 5.19 | |
| -0.0888 | -2.37 | |
| 0.0499 | 1.08 |
Estimation Period:
May 18, 2000 to Feb 6, 2026
May 18, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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