China Publishing & Media Holdings Co., Ltd. GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.15% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2559 | 12.71 | |
| 0.1459 | 14.19 | |
| 0.8633 | 156.46 | |
| -0.0940 | -8.02 |
Estimation Period:
Aug 21, 2017 to Feb 6, 2026
Aug 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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