Dongfeng Motor Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.99% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2055 | 7.94 | |
| 0.1315 | 4.14 | |
| 0.7407 | 15.42 | |
| 0.3189 | 2.66 | |
| -0.5926 | -3.14 | |
| 0.3383 | 2.32 | |
| -0.0387 | -0.30 | |
| -0.0487 | -0.41 | |
| 0.0756 | 0.64 | |
| 0.0904 | 0.62 | |
| -0.5028 | -2.48 | |
| 0.9000 | 3.56 | |
| -1.4818 | -4.25 |
Estimation Period:
Dec 7, 2005 to Feb 20, 2026
Dec 7, 2005 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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