Air China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.08% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 10.27 | |
| 0.0485 | 13.48 | |
| 0.9543 | 536.12 | |
| -0.0140 | -2.61 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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