Sinopec Kantons Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.94% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 13.71 | |
| 0.0584 | 17.15 | |
| 0.9326 | 399.38 | |
| 0.0021 | 0.33 |
Estimation Period:
Jun 25, 1999 to Feb 6, 2026
Jun 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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