Changchai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.07% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9473 | 6.36 | |
| 0.1081 | 7.30 | |
| 0.8370 | 32.11 | |
| -0.1438 | -4.32 | |
| 0.2373 | 4.74 | |
| -0.1538 | -4.02 | |
| 0.0356 | 0.88 | |
| 0.1087 | 2.05 | |
| -0.1553 | -2.22 | |
| 0.1087 | 1.28 |
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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