China Mobile Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1150 | 4.67 | |
| 0.0649 | 2.24 | |
| 0.8561 | 33.52 | |
| -0.0621 | -2.17 |
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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