China First Heavy Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.64% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2607 | 16.24 | |
| 0.1561 | 17.61 | |
| 0.8252 | 126.62 | |
| -0.0606 | -4.78 |
Estimation Period:
Feb 9, 2010 to Feb 13, 2026
Feb 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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