Ningbo Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.90% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2564 | 16.50 | |
| 0.1559 | 17.38 | |
| 0.8477 | 146.43 | |
| -0.0727 | -6.69 |
Estimation Period:
Aug 16, 2011 to Feb 13, 2026
Aug 16, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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