Changchai Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.54% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 12.98 | |
| 0.1010 | 46.07 | |
| 0.8977 | 401.10 | |
| 0.0889 | 1.60 |
Estimation Period:
Sep 13, 1996 to Feb 6, 2026
Sep 13, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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