Sichuan Guangan AAA PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.69% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1280 | 10.80 | |
| 0.1215 | 16.92 | |
| 0.8943 | 233.86 | |
| -0.0565 | -6.42 |
Estimation Period:
Sep 6, 2004 to Feb 6, 2026
Sep 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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