Nanjing Chemical Fibre EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.11% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0832 | 24.13 | |
| 0.2221 | 38.56 | |
| 0.9661 | 680.81 | |
| 0.0334 | 8.55 |
Estimation Period:
Mar 8, 1996 to Feb 13, 2026
Mar 8, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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