Shanghai Haohai Bi EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.02% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 16.62 | |
| 0.2005 | 26.11 | |
| 0.9762 | 556.53 | |
| -0.0136 | -2.20 |
Estimation Period:
May 1, 2015 to Feb 6, 2026
May 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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