SOHO China Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.77% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 11.24 | |
| 0.1338 | 16.70 | |
| 0.9802 | 421.06 | |
| 0.0052 | 0.82 |
Estimation Period:
Oct 8, 2007 to Feb 16, 2026
Oct 8, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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