Chongqing Changan Automobile Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.78% (-4.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2277 | 6.78 | |
| 0.1414 | 9.76 | |
| 0.7520 | 27.52 | |
| -0.1369 | -3.16 | |
| 0.2407 | 3.78 | |
| -0.1608 | -3.45 | |
| 0.0798 | 1.79 | |
| -0.0614 | -1.39 | |
| 0.1227 | 2.66 | |
| -0.1615 | -2.75 | |
| 0.0660 | 0.67 |
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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