Sinomach Heavy Equipment Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.96% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3756 | 10.88 | |
| 0.2210 | 12.30 | |
| 0.7501 | 53.35 | |
| -0.0783 | -2.84 |
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Jun 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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