Nanjing Chemical Fibre AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.81% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2415 | 22.42 | |
| 0.1095 | 46.23 | |
| 0.8664 | 330.57 | |
| -0.4284 | -8.16 |
Estimation Period:
Mar 8, 1996 to Feb 6, 2026
Mar 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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