Long Yuan Construction Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.07% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0800 | 13.42 | |
| 0.0521 | 13.90 | |
| 0.9521 | 454.91 | |
| -0.0245 | -5.33 |
Estimation Period:
May 24, 2004 to Feb 6, 2026
May 24, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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