Dongfeng Motor Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:37.08% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0615 | 7.81 | |
| 0.1144 | 4.76 | |
| 0.8372 | 31.20 | |
| -0.0383 | -3.77 | |
| 0.0702 | 4.71 | |
| -0.0437 | -5.38 |
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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