Dongwu Cement International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.32% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4786 | 11.82 | |
| 0.1426 | 12.09 | |
| 0.7926 | 70.45 | |
| 0.1176 | 5.02 |
Estimation Period:
Jun 13, 2012 to Feb 6, 2026
Jun 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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