Icbc Credit Suisse- Mengneng EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.43% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 4.59 | |
| 0.3586 | 12.46 | |
| 0.9147 | 55.02 | |
| 0.0885 | 2.16 |
Estimation Period:
Dec 13, 2024 to Feb 6, 2026
Dec 13, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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