Anhui Construction Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.06% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 13.41 | |
| 0.1135 | 19.02 | |
| 0.8904 | 222.59 | |
| -0.0222 | -2.46 |
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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