China Yuchai International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.81% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 7.37 | |
| 0.0291 | 17.01 | |
| 0.9639 | 610.09 | |
| 0.0139 | 3.69 |
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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