Inner Mongolia First Machinery Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.89% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 12.76 | |
| 0.0610 | 16.86 | |
| 0.9370 | 398.37 | |
| -0.0139 | -2.62 |
Estimation Period:
May 18, 2004 to Feb 6, 2026
May 18, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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