New China Life Insurance Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.82% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1763 | 19.36 | |
| 0.0702 | 24.48 | |
| 0.9006 | 279.25 | |
| -0.2889 | -3.85 |
Estimation Period:
Dec 15, 2011 to Feb 16, 2026
Dec 15, 2011 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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