BAIC Foton Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.19% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1501 | 16.64 | |
| 0.0880 | 22.38 | |
| 0.8953 | 336.45 | |
| -0.0053 | -0.88 |
Estimation Period:
Jun 2, 1998 to Feb 6, 2026
Jun 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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