Bank of Nanjing Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 14.12 | |
| 0.1469 | 27.16 | |
| 0.9875 | 957.83 | |
| 0.0239 | 4.77 |
Estimation Period:
Jul 19, 2007 to Feb 6, 2026
Jul 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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