Dongfeng Motor Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.03% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 17.23 | |
| 0.1655 | 31.41 | |
| 0.9858 | 1,007.95 | |
| 0.0033 | 0.54 |
Estimation Period:
Dec 7, 2005 to Feb 16, 2026
Dec 7, 2005 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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