China Yuchai International Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.75% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 13.02 | |
| 0.1041 | 29.29 | |
| 0.9959 | 2,020.10 | |
| -0.0156 | -4.07 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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