CIMC Vehicles Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.63% (-4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9662 | 10.88 | |
| 0.2617 | 6.56 | |
| 0.7231 | 38.84 | |
| -0.2200 | -5.55 |
Estimation Period:
Jul 8, 2021 to Feb 6, 2026
Jul 8, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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