Brilliance China Automotive Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.76% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3946 | 18.04 | |
| 0.0841 | 16.91 | |
| 0.8994 | 257.57 | |
| -0.0248 | -3.05 |
Estimation Period:
Oct 22, 1999 to Feb 6, 2026
Oct 22, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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