Ping An Bank Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.08% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 27.56 | |
| 0.2411 | 47.53 | |
| 0.9686 | 809.23 | |
| 0.0092 | 1.86 |
Estimation Period:
Aug 23, 1991 to Feb 6, 2026
Aug 23, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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