China Motor Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.72% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 18.89 | |
| 0.2211 | 32.65 | |
| 0.9477 | 325.66 | |
| -0.0289 | -4.67 |
Estimation Period:
Oct 23, 1992 to Feb 6, 2026
Oct 23, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Motor Co Ltd Analyses
Other EGARCH Analyses on International Equities