Jiangsu Expressway Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.36% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 16.58 | |
| 0.1218 | 34.08 | |
| 0.9933 | 1,895.63 | |
| -0.0186 | -5.46 |
Estimation Period:
Jul 2, 1997 to Feb 6, 2026
Jul 2, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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