DongFeng Automobile Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.64% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1471 | 25.53 | |
| 0.7696 | 63.70 | |
| -0.0724 | -11.86 | |
| 0.0390 | 2.85 | |
| 0.0281 | 3.63 | |
| 0.9660 | 99.22 |
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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