Shandong Xinneng Taishan Power Generation Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.91% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0856 | 24.30 | |
| 0.2112 | 39.47 | |
| 0.9621 | 577.81 | |
| 0.0050 | 1.07 |
Estimation Period:
May 9, 1997 to Feb 6, 2026
May 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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