Shenzhen Expressway Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.44% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 20.70 | |
| 0.1078 | 44.58 | |
| 0.8776 | 356.02 | |
| 0.1852 | 3.98 |
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Mar 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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