China Sandi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:38.57% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3760 | 6.53 | |
| 0.0265 | 6.90 | |
| 0.9233 | 189.33 | |
| 0.0686 | 6.27 |
Estimation Period:
Jan 2, 2007 to May 30, 2025
Jan 2, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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