Changchun Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.47% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1755 | 14.57 | |
| 0.1197 | 21.62 | |
| 0.8805 | 272.77 | |
| -0.0392 | -4.86 |
Estimation Period:
Dec 11, 2000 to Feb 6, 2026
Dec 11, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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