Caitong Securities Co.,Ltd. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.24% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 12.32 | |
| 0.1373 | 12.08 | |
| 0.9750 | 477.02 | |
| 0.0232 | 3.06 |
Estimation Period:
Oct 24, 2017 to Feb 6, 2026
Oct 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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