Liaoning Cheng Da Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.45% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 17.38 | |
| 0.0860 | 26.12 | |
| 0.9138 | 419.73 | |
| -0.0017 | -0.27 |
Estimation Period:
Aug 20, 1996 to Jan 30, 2026
Aug 20, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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