Nanjing Comptech Composites EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.72% (+5.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1854 | 4.08 | |
| 0.1350 | 4.63 | |
| 0.9312 | 72.75 | |
| 0.1007 | 5.27 |
Estimation Period:
Feb 28, 2024 to Feb 6, 2026
Feb 28, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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