Nanjing Chemical Fibre GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.55% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2230 | 23.51 | |
| 0.1247 | 26.57 | |
| 0.8773 | 309.00 | |
| -0.0435 | -6.63 |
Estimation Period:
Mar 8, 1996 to Feb 6, 2026
Mar 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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