Sichuan Guangan AAA PCL AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.38% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1441 | 11.34 | |
| 0.1041 | 36.01 | |
| 0.8782 | 232.33 | |
| -0.4059 | -5.23 |
Estimation Period:
Sep 6, 2004 to Jan 30, 2026
Sep 6, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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