China Eastern Airlines Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:50.25% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 16.25 | |
| 0.0648 | 16.35 | |
| 0.9156 | 414.86 | |
| 0.0287 | 4.08 |
Estimation Period:
Feb 7, 1997 to Feb 6, 2026
Feb 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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