CSPC Pharmaceutical Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.47% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 18.61 | |
| 0.1244 | 34.30 | |
| 0.9869 | 1,134.35 | |
| -0.0073 | -2.39 |
Estimation Period:
Jun 21, 1994 to Feb 6, 2026
Jun 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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