Brilliance China Automotive Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.48% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6963 | 6.90 | |
| 0.0699 | 6.50 | |
| 0.8803 | 45.38 | |
| 0.0506 | 3.63 | |
| -0.0782 | -3.75 | |
| 0.0579 | 3.81 | |
| -0.0457 | -3.76 |
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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