Shenzhen Investment Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.82% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0575 | 21.79 | |
| 0.2324 | 40.70 | |
| 0.9766 | 904.21 | |
| -0.0122 | -2.35 |
Estimation Period:
Mar 7, 1997 to Feb 6, 2026
Mar 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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