Inner Mongolia Yili Industrial Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.10% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0818 | 19.71 | |
| 0.0727 | 17.13 | |
| 0.9201 | 415.03 | |
| -0.0104 | -1.73 |
Estimation Period:
Jun 12, 1996 to Feb 6, 2026
Jun 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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