China Yuchai International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.19% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5677 | 5.88 | |
| 0.1008 | 5.84 | |
| 0.8196 | 25.59 | |
| -0.0528 | -0.92 | |
| -0.0049 | -0.05 | |
| 0.0675 | 0.83 | |
| 0.0194 | 0.27 | |
| -0.1361 | -2.24 | |
| 0.2515 | 3.46 | |
| -0.2182 | -2.25 | |
| 0.0898 | 0.94 | |
| 0.0652 | 0.74 |
Estimation Period:
Dec 19, 1994 to Feb 6, 2026
Dec 19, 1994 to Feb 6, 2026
News Impact Curve
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