Changchun Faway Automobile Components Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.97% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0705 | 20.42 | |
| 0.8787 | 131.07 | |
| 0.0008 | 0.20 | |
| 0.1517 | 2.11 | |
| 0.0446 | 1.45 | |
| 0.9326 | 22.03 |
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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