China Resources Beer (Hldgs) GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.13% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1195 | 2.68 | |
| 0.1302 | 4.72 | |
| 0.9134 | 96.13 | |
| -0.1072 | -3.68 |
Estimation Period:
Jul 26, 2023 to Feb 6, 2026
Jul 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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