Sinomach Automobile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.53% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1433 | 20.34 | |
| 0.1060 | 28.19 | |
| 0.8925 | 386.52 | |
| -0.0150 | -2.28 |
Estimation Period:
Mar 5, 2001 to Feb 6, 2026
Mar 5, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sinomach Automobile Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities