Brilliance China Automotive Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.16% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1039 | 17.00 | |
| 0.1621 | 31.27 | |
| 0.9627 | 409.15 | |
| 0.0168 | 2.65 |
Estimation Period:
Oct 22, 1999 to Feb 6, 2026
Oct 22, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Brilliance China Automotive Holdings Ltd Analyses
Other EGARCH Analyses on International Equities