China Pacific Ins (Group) Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.81% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 12.85 | |
| 0.0455 | 12.34 | |
| 0.9332 | 397.27 | |
| 0.0172 | 2.53 |
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Dec 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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