PICC Property & Casualty Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.79% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 18.14 | |
| 0.1482 | 30.13 | |
| 0.9833 | 898.82 | |
| 0.0023 | 0.45 |
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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