Anhui Expressway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.82% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 11.36 | |
| 0.0580 | 8.31 | |
| 0.9231 | 224.16 | |
| 0.0219 | 1.98 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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