China Shengmu Organic Milk Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:50.99% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 15.72 | |
| 0.5247 | 19.55 | |
| 0.8401 | 88.93 | |
| -0.0475 | -2.64 |
Estimation Period:
Jul 15, 2014 to Feb 6, 2026
Jul 15, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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