Chongqing Changan Automobile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.78% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3545 | 23.38 | |
| 0.1339 | 27.32 | |
| 0.8258 | 238.53 | |
| 0.0030 | 0.37 |
Estimation Period:
Nov 8, 1996 to Feb 6, 2026
Nov 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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