Nanjing Vazyme Biotech Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.93% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1143 | 11.36 | |
| 0.2570 | 15.85 | |
| 0.9567 | 229.52 | |
| 0.0410 | 2.61 |
Estimation Period:
Nov 15, 2021 to Feb 6, 2026
Nov 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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