SDIC Capital Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.20% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0412 | 23.31 | |
| 0.1761 | 39.79 | |
| 0.9833 | 1,209.46 | |
| 0.0140 | 3.40 |
Estimation Period:
May 20, 1997 to Feb 6, 2026
May 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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