China Evergrande New Energy Vehicle Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:45.87% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.3940 | 16.11 | |
| 0.6068 | 35.00 | |
| -0.0411 | -1.18 | |
| 10.0000 | 1.05 | |
| 0.1127 | 0.88 | |
| 0.8357 | 4.51 |
Estimation Period:
Feb 12, 2008 to May 30, 2025
Feb 12, 2008 to May 30, 2025
News Impact Curve
Volatility Forecasts
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