Everbright Grand China Assets Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.10% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4656 | 7.13 | |
| 0.2699 | 11.86 | |
| 0.4618 | 6.43 | |
| 0.1209 | 4.82 |
Estimation Period:
Jan 16, 2018 to Feb 6, 2026
Jan 16, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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