Maanshan Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.31% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0745 | 17.02 | |
| 0.0975 | 20.68 | |
| 0.9184 | 299.34 | |
| -0.0441 | -6.17 |
Estimation Period:
Jan 6, 1994 to Feb 6, 2026
Jan 6, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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