China Film Group Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.78% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6486 | 16.76 | |
| 0.1648 | 21.70 | |
| 0.7118 | 67.30 |
Estimation Period:
Aug 9, 2016 to Jan 30, 2026
Aug 9, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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