Xinjiang Ba Yi Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.63% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1703 | 15.77 | |
| 0.1200 | 18.41 | |
| 0.8998 | 267.79 | |
| -0.0714 | -9.49 |
Estimation Period:
Aug 16, 2002 to Feb 6, 2026
Aug 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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