China Film Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:79.50% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4133 | 14.12 | |
| 0.1780 | 13.88 | |
| 0.8011 | 105.44 | |
| -0.1148 | -6.55 |
Estimation Period:
Aug 9, 2016 to Feb 6, 2026
Aug 9, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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