China Properties Investment Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:125.98% (+31.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6476 | 10.95 | |
| 0.1147 | 13.01 | |
| 0.7985 | 73.48 | |
| 0.0533 | 2.68 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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