China National Medicines Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.89% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0760 | 17.56 | |
| 0.0901 | 19.83 | |
| 0.9161 | 420.21 | |
| -0.0333 | -4.79 |
Estimation Period:
Nov 27, 2002 to Feb 6, 2026
Nov 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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