Yutong Bus Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.53% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 18.26 | |
| 0.0764 | 21.86 | |
| 0.9188 | 433.62 | |
| -0.0174 | -3.26 |
Estimation Period:
May 8, 1997 to Feb 6, 2026
May 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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