Changchai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.21% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0493 | 13.70 | |
| 0.0994 | 22.45 | |
| 0.9029 | 377.94 | |
| -0.0080 | -1.03 |
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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