Great China Holdings Hong Kong Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.10% (-2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7898 | 20.18 | |
| 0.3496 | 27.21 | |
| 0.7694 | 65.09 | |
| 0.0652 | 4.16 |
Estimation Period:
Aug 27, 2009 to Feb 6, 2026
Aug 27, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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