China Yuchai International Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.29% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0748 | 22.40 | |
| 0.8700 | 119.09 | |
| 0.0251 | 4.04 | |
| 0.0084 | 2.94 | |
| 0.0110 | 6.03 | |
| 0.9886 | 474.16 |
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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