FAW Jiefang Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.98% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1538 | 15.76 | |
| 0.0817 | 19.62 | |
| 0.9051 | 323.96 | |
| -0.0180 | -2.83 |
Estimation Period:
Jun 18, 1997 to Feb 6, 2026
Jun 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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