Air China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.23% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1846 | 9.47 | |
| 0.0638 | 11.74 | |
| 0.9057 | 260.99 | |
| 0.0158 | 1.46 |
Estimation Period:
Dec 15, 2004 to Feb 6, 2026
Dec 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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