China Automotive Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.24% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7008 | 16.11 | |
| 0.1300 | 12.43 | |
| 0.8567 | 135.34 | |
| -0.0283 | -2.13 |
Estimation Period:
Mar 25, 2003 to Feb 6, 2026
Mar 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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