China Shanshui Cement Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.79% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5475 | 18.45 | |
| 0.0869 | 11.06 | |
| 0.8592 | 148.90 | |
| 0.0235 | 1.91 |
Estimation Period:
Jul 4, 2008 to Feb 13, 2026
Jul 4, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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