Sichuan Changhong Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.42% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2034 | 22.57 | |
| 0.1202 | 18.29 | |
| 0.8757 | 255.23 | |
| -0.0330 | -3.57 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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