Chongqing Changan Automobile Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.54% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1403 | 30.98 | |
| 0.7566 | 118.27 | |
| -0.0010 | -0.20 | |
| 0.0551 | 4.45 | |
| 0.0455 | 4.35 | |
| 0.9468 | 81.81 |
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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