Shanghai Conglin EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.04% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0954 | 9.65 | |
| 0.2956 | 16.17 | |
| 0.9395 | 145.48 | |
| 0.0436 | 2.46 |
Estimation Period:
Aug 25, 2022 to Feb 6, 2026
Aug 25, 2022 to Feb 6, 2026
News Impact Curve
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