Shaanxi Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.19% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2047 | 16.75 | |
| 0.1059 | 17.45 | |
| 0.8909 | 291.14 | |
| -0.0404 | -4.57 |
Estimation Period:
Jul 7, 2004 to Feb 6, 2026
Jul 7, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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