CMOC Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:69.02% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1310 | 12.65 | |
| 0.1880 | 23.19 | |
| 0.9479 | 226.61 | |
| -0.0213 | -3.43 |
Estimation Period:
Apr 26, 2007 to Feb 16, 2026
Apr 26, 2007 to Feb 16, 2026
News Impact Curve
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