Chongqing Changan Automobile Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.47% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0524 | 19.26 | |
| 0.9480 | 373.39 | |
| -0.0138 | -6.98 | |
| 7.4789 | 0.05 | |
| 0.0990 | 0.04 | |
| 0.0000 | 0.00 |
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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