Xinjiang Ba Yi Iron & Steel Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.12% (-3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0754 | 17.38 | |
| 0.1998 | 26.04 | |
| 0.9691 | 533.38 | |
| 0.0560 | 11.21 |
Estimation Period:
Aug 16, 2002 to Feb 6, 2026
Aug 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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