China Enterprise Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.11% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2215 | 20.55 | |
| 0.1273 | 23.38 | |
| 0.8614 | 186.65 | |
| -0.0217 | -2.79 |
Estimation Period:
Sep 24, 1993 to Feb 6, 2026
Sep 24, 1993 to Feb 6, 2026
News Impact Curve
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