Changshu Tongrun A EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.20% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1998 | 13.31 | |
| 0.3315 | 18.00 | |
| 0.8834 | 101.13 | |
| -0.0187 | -1.12 |
Estimation Period:
Jul 29, 2022 to Feb 6, 2026
Jul 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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