Bank of Chengdu Co., Ltd. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.98% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0729 | 10.56 | |
| 0.2467 | 18.32 | |
| 0.9532 | 215.42 | |
| 0.0191 | 1.96 |
Estimation Period:
Jan 31, 2018 to Jan 30, 2026
Jan 31, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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