Changchun Engley Automobile Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.29% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1625 | 18.82 | |
| 0.5376 | 19.61 | |
| -0.0077 | -0.48 | |
| 3.4417 | 0.97 | |
| 0.5425 | 1.73 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 15, 2021 to Jan 30, 2026
Apr 15, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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