Anhui Gujing Distillery Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.36% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1168 | 30.19 | |
| 0.2874 | 52.88 | |
| 0.9436 | 465.95 | |
| -0.0097 | -2.09 |
Estimation Period:
Jun 12, 1996 to Feb 6, 2026
Jun 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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