Changchai Company, Limited EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.60% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1158 | 23.15 | |
| 0.2450 | 43.35 | |
| 0.9516 | 460.84 | |
| 0.0327 | 5.85 |
Estimation Period:
Jul 1, 1994 to Feb 6, 2026
Jul 1, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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