China Aoyuan Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:76.19% (-5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 15.17 | |
| 0.1855 | 29.93 | |
| 0.9862 | 828.05 | |
| -0.0129 | -2.10 |
Estimation Period:
Oct 9, 2007 to Feb 16, 2026
Oct 9, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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