Changchun Faway Automobile Components Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.47% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 18.32 | |
| 0.1599 | 35.95 | |
| 0.9698 | 571.51 | |
| 0.0038 | 0.73 |
Estimation Period:
Aug 26, 1996 to Feb 6, 2026
Aug 26, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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