China National Chemical Engineering Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.30% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0990 | 13.65 | |
| 0.0872 | 17.72 | |
| 0.9114 | 280.43 | |
| -0.0295 | -4.38 |
Estimation Period:
Jan 7, 2010 to Feb 6, 2026
Jan 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China National Chemical Engineering Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities