CIMC Vehicles Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:43.56% (-3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1480 | 7.18 | |
| 0.2200 | 11.48 | |
| 0.9304 | 125.52 | |
| 0.1055 | 9.36 |
Estimation Period:
Jul 8, 2021 to Feb 13, 2026
Jul 8, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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