China Yuchai International Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.13% (+5.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.0104 | 4.57 | |
| 0.0796 | 67.20 | |
| 0.9911 | 553.71 | |
| 3.1924 | 40.96 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
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