DongFeng Automobile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.35% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1791 | 18.63 | |
| 0.1086 | 18.78 | |
| 0.8911 | 291.10 | |
| -0.0502 | -6.74 |
Estimation Period:
Jul 27, 1999 to Feb 6, 2026
Jul 27, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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