Weichai Heavy Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:70.99% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2216 | 19.62 | |
| 0.0984 | 18.88 | |
| 0.8825 | 252.93 | |
| -0.0085 | -1.25 |
Estimation Period:
Apr 2, 1998 to Feb 13, 2026
Apr 2, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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