PICC Property & Casualty Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.19% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1294 | 17.74 | |
| 0.0726 | 29.28 | |
| 0.9071 | 334.83 | |
| 0.0745 | 1.03 |
Estimation Period:
Nov 6, 2003 to Feb 6, 2026
Nov 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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