Shanghai Automobile AIR EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.79% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0079 | -4.90 | |
| -0.0317 | -2.71 | |
| 0.9997 | 37,024.41 | |
| 0.0224 | 2.61 |
Estimation Period:
Nov 1, 2023 to Feb 6, 2026
Nov 1, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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