Aluminum Corp of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:68.14% (-2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1251 | 14.16 | |
| 0.0941 | 17.92 | |
| 0.9070 | 278.05 | |
| -0.0294 | -4.06 |
Estimation Period:
May 7, 2007 to Feb 6, 2026
May 7, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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