PICC Property & Casualty Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.41% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 16.33 | |
| 0.0669 | 27.06 | |
| 0.9160 | 328.20 |
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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