China Petroleum & Chemical Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.50% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 16.52 | |
| 0.1567 | 34.24 | |
| 0.9786 | 742.51 | |
| -0.0107 | -2.32 |
Estimation Period:
Oct 19, 2000 to Feb 20, 2026
Oct 19, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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