Changchai Company, Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.44% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3732 | 24.48 | |
| 0.1360 | 23.33 | |
| 0.8456 | 229.91 | |
| -0.0377 | -4.57 |
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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