Chongqing Changan Automobile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.35% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0596 | 14.08 | |
| 0.0563 | 18.41 | |
| 0.9437 | 585.03 | |
| -0.0147 | -3.09 |
Estimation Period:
Jun 10, 1997 to Feb 6, 2026
Jun 10, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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