Air China Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.02% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 14.42 | |
| 0.1057 | 28.50 | |
| 0.9914 | 1,544.22 | |
| 0.0200 | 6.97 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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