Shanghai Menon Animal EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.94% (+26.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2234 | 12.30 | |
| 0.4711 | 21.50 | |
| 0.9066 | 121.90 | |
| 0.0569 | 2.61 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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