Changchun Engley Automobile Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.38% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5397 | 12.38 | |
| 0.1247 | 10.05 | |
| 0.8136 | 76.05 | |
| 0.0081 | 0.39 |
Estimation Period:
Apr 15, 2021 to Feb 6, 2026
Apr 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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