Metallurgical Corp of China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.49% (-1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1694 | 12.90 | |
| 0.1533 | 17.07 | |
| 0.8472 | 135.59 | |
| -0.0770 | -7.49 |
Estimation Period:
Sep 21, 2009 to Jan 30, 2026
Sep 21, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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