Liuzhou Iron & Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.67% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 16.72 | |
| 0.1126 | 19.42 | |
| 0.8905 | 295.74 | |
| -0.0457 | -5.61 |
Estimation Period:
Feb 27, 2007 to Feb 6, 2026
Feb 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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