Minmetals Capital Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.25% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1708 | 18.04 | |
| 0.1189 | 25.20 | |
| 0.8749 | 281.14 | |
| -0.0218 | -3.03 |
Estimation Period:
Feb 23, 2001 to Feb 6, 2026
Feb 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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