Shandong International Trust Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.47% (+6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4862 | 14.48 | |
| 0.3467 | 19.94 | |
| 0.8034 | 58.57 | |
| 0.0549 | 2.57 |
Estimation Period:
Dec 8, 2017 to Feb 6, 2026
Dec 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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