Guizhou Panjiang Refined Coal Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:52.23% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 11.29 | |
| 0.0928 | 22.85 | |
| 0.9193 | 347.15 | |
| -0.0363 | -6.53 |
Estimation Period:
May 31, 2001 to Feb 13, 2026
May 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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