Sichuan Expressway Company Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.72% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 15.41 | |
| 0.1317 | 21.34 | |
| 0.8759 | 238.61 | |
| -0.0537 | -5.94 |
Estimation Period:
Jul 27, 2009 to Jan 30, 2026
Jul 27, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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