Shanghai National Center Of EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.36% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3370 | 8.25 | |
| 0.3154 | 12.21 | |
| 0.8711 | 54.63 | |
| 0.0737 | 3.84 |
Estimation Period:
Jun 22, 2022 to Feb 6, 2026
Jun 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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