Anhui Construction Engineering EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.03% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 15.88 | |
| 0.2307 | 25.47 | |
| 0.9746 | 584.67 | |
| 0.0186 | 2.41 |
Estimation Period:
Apr 15, 2003 to Feb 6, 2026
Apr 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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