Brilliance China Automotive Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.24% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4157 | 5.45 | |
| 0.0702 | 6.45 | |
| 0.8734 | 43.22 | |
| -0.0313 | -0.54 | |
| 0.1233 | 1.37 | |
| -0.1802 | -2.97 | |
| 0.1290 | 2.71 | |
| -0.0431 | -0.91 | |
| 0.0645 | 1.11 | |
| -0.2432 | -2.43 |
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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