Nanjing Xinjiekou Department Store Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.20% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2617 | 26.64 | |
| 0.1263 | 44.29 | |
| 0.8456 | 286.46 | |
| -0.0810 | -1.60 |
Estimation Period:
Oct 18, 1993 to Feb 6, 2026
Oct 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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