Changchun Faway Automobile Components Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.43% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 15.51 | |
| 0.0719 | 16.14 | |
| 0.9057 | 334.57 | |
| -0.0029 | -0.44 |
Estimation Period:
Aug 26, 1996 to Jan 30, 2026
Aug 26, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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