China National Medicines Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.28% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 16.64 | |
| 0.1659 | 37.11 | |
| 0.9820 | 938.85 | |
| 0.0333 | 8.26 |
Estimation Period:
Nov 27, 2002 to Feb 6, 2026
Nov 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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