China Petroleum Engineering Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.31% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1672 | 17.07 | |
| 0.1258 | 23.09 | |
| 0.8705 | 252.68 | |
| -0.0212 | -2.71 |
Estimation Period:
Dec 25, 2000 to Feb 6, 2026
Dec 25, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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