Shanghai Automobile AIR MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.06% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0357 | 0.08 | |
| 0.4798 | 1.65 | |
| -0.0357 | -0.08 | |
| 0.0000 | 0.00 | |
| 0.0253 | 0.12 | |
| 0.9638 | 1.40 |
Estimation Period:
Nov 1, 2023 to Feb 6, 2026
Nov 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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