Shanghai Fosun Pharmaceuticl EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.74% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3225 | 16.21 | |
| 0.2823 | 18.39 | |
| 0.8808 | 111.07 | |
| 0.0737 | 4.70 |
Estimation Period:
Jul 21, 2020 to Feb 6, 2026
Jul 21, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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