Pacific Securities Co Ltd/The/China EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 15.79 | |
| 0.2053 | 22.73 | |
| 0.9615 | 362.03 | |
| 0.0222 | 3.83 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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