Guangzhou Automobile Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.13% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8409 | 14.02 | |
| 0.0726 | 8.35 | |
| 0.8043 | 71.68 | |
| 0.0059 | 0.41 |
Estimation Period:
Aug 30, 2010 to Feb 6, 2026
Aug 30, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Guangzhou Automobile Group Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities