Bank of Shanghai Co., Ltd. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.44% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 5.89 | |
| 0.2595 | 14.84 | |
| 0.9493 | 197.78 | |
| 0.0421 | 3.67 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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