Jiangsu Expressway Company Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.10% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 14.28 | |
| 0.0847 | 17.25 | |
| 0.9142 | 361.50 | |
| -0.0216 | -3.30 |
Estimation Period:
Jan 16, 2001 to Feb 6, 2026
Jan 16, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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