Shanghai Research Institute EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1967 | 14.54 | |
| 0.4195 | 26.60 | |
| 0.9115 | 159.97 | |
| 0.0448 | 3.38 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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