Sichuan Guangan AAA PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.40% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0724 | 12.90 | |
| 0.2120 | 33.29 | |
| 0.9682 | 418.42 | |
| 0.0384 | 7.29 |
Estimation Period:
Sep 6, 2004 to Feb 6, 2026
Sep 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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