Soho Holly Futures Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.85% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3555 | 12.10 | |
| 0.4095 | 20.15 | |
| 0.8792 | 104.00 | |
| 0.1180 | 6.81 |
Estimation Period:
Dec 30, 2015 to Feb 6, 2026
Dec 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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