CIG ShangHai Co., Ltd. EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.24% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1569 | 13.47 | |
| 0.1585 | 19.86 | |
| 0.9405 | 224.42 | |
| 0.0405 | 6.03 |
Estimation Period:
Nov 10, 2017 to Feb 6, 2026
Nov 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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