Fujian Cement Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.75% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2223 | 22.75 | |
| 0.1032 | 20.57 | |
| 0.8776 | 293.41 | |
| 0.0014 | 0.17 |
Estimation Period:
Jan 3, 1994 to Feb 6, 2026
Jan 3, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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