Northeast Securities Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.19% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0594 | 21.47 | |
| 0.1946 | 36.50 | |
| 0.9756 | 755.66 | |
| 0.0039 | 0.80 |
Estimation Period:
Feb 27, 1997 to Feb 6, 2026
Feb 27, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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