China Automobile New Retail Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:86.40% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5927 | 10.48 | |
| 0.1069 | 14.95 | |
| 0.8752 | 185.06 | |
| 0.0273 | 2.05 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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