Sinotruk Hong Kong Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:47.13% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 17.25 | |
| 0.1397 | 24.93 | |
| 0.9836 | 906.55 | |
| -0.0084 | -1.55 |
Estimation Period:
Nov 28, 2007 to Feb 16, 2026
Nov 28, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other Sinotruk Hong Kong Ltd Analyses
Other EGARCH Analyses on International Equities