Nanjing Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.33% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 15.72 | |
| 0.1128 | 22.70 | |
| 0.8954 | 266.80 | |
| -0.0482 | -6.88 |
Estimation Period:
Sep 19, 2000 to Feb 6, 2026
Sep 19, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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