Shaanxi International Trust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.78% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0783 | 20.31 | |
| 0.2268 | 31.04 | |
| 0.9703 | 632.95 | |
| 0.0123 | 2.65 |
Estimation Period:
Jan 10, 1994 to Feb 6, 2026
Jan 10, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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