SAIC Motor Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.03% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 12.97 | |
| 0.0630 | 22.29 | |
| 0.9373 | 349.10 | |
| -0.0147 | -4.17 |
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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