China Aluminum Cans Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:71.99% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 2.68 | |
| 0.0109 | 6.07 | |
| 0.9763 | 432.00 | |
| 0.0256 | 4.15 |
Estimation Period:
Jul 12, 2013 to Jan 23, 2026
Jul 12, 2013 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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