China Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.79% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1878 | 17.30 | |
| 0.1166 | 22.46 | |
| 0.8340 | 178.05 | |
| 0.0397 | 4.44 |
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 GJR-GARCH Analyses on International Equities