Simcere Pharmaceutical Group EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.37% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 3.87 | |
| 0.0951 | 15.18 | |
| 0.9818 | 321.80 | |
| 0.0764 | 10.58 |
Estimation Period:
Oct 27, 2020 to Feb 6, 2026
Oct 27, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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