CMST Development Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.49% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1329 | 20.73 | |
| 0.0960 | 26.34 | |
| 0.8886 | 348.75 | |
| 0.0081 | 1.35 |
Estimation Period:
Jan 21, 1997 to Feb 6, 2026
Jan 21, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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