Anhui Construction Engineering GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.95% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 14.18 | |
| 0.1034 | 26.66 | |
| 0.8897 | 230.13 |
Estimation Period:
Apr 15, 2003 to Feb 6, 2026
Apr 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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