SAIC Motor Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 15.70 | |
| 0.1184 | 21.26 | |
| 0.9891 | 1,082.18 | |
| 0.0178 | 5.69 |
Estimation Period:
Nov 25, 1997 to Feb 6, 2026
Nov 25, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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