DongFeng Automobile Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.79% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0957 | 5.23 | |
| 0.1241 | 7.92 | |
| 0.7923 | 28.39 | |
| 0.1357 | 2.04 | |
| -0.0472 | -0.48 | |
| -0.3131 | -4.04 | |
| 0.4093 | 4.58 | |
| -0.2994 | -3.67 | |
| 0.2065 | 2.96 | |
| -0.1413 | -2.12 | |
| -0.0159 | -0.18 |
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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