China Film Group Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.70% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 9.35 | |
| 0.1827 | 14.99 | |
| 0.9443 | 250.35 | |
| 0.0713 | 6.59 |
Estimation Period:
Aug 9, 2016 to Jan 30, 2026
Aug 9, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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