China Modern Dairy Holdings Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.98% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1398 | 16.61 | |
| 0.2142 | 32.91 | |
| 0.9375 | 231.58 | |
| -0.0062 | -0.97 |
Estimation Period:
Nov 26, 2010 to Feb 6, 2026
Nov 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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