China Automotive Engineering Research Institute Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.65% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 11.19 | |
| 0.0526 | 12.95 | |
| 0.9295 | 280.80 | |
| 0.0020 | 0.27 |
Estimation Period:
Jun 11, 2012 to Feb 6, 2026
Jun 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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