Shanghai Pudong Development Bank Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.12% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 18.22 | |
| 0.1879 | 30.89 | |
| 0.9844 | 999.42 | |
| 0.0079 | 1.78 |
Estimation Period:
Nov 10, 1999 to Feb 6, 2026
Nov 10, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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