CMOC Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:62.51% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1096 | 16.98 | |
| 0.2140 | 25.26 | |
| 0.9531 | 331.40 | |
| 0.0296 | 4.63 |
Estimation Period:
Oct 9, 2012 to Feb 6, 2026
Oct 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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