Anyang Iron & Steel Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.22% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1406 | 19.19 | |
| 0.1432 | 22.79 | |
| 0.8739 | 269.15 | |
| -0.0671 | -8.41 |
Estimation Period:
Aug 21, 2001 to Feb 6, 2026
Aug 21, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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