Air China Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.60% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 13.15 | |
| 0.1662 | 26.40 | |
| 0.9708 | 417.74 | |
| 0.0011 | 0.22 |
Estimation Period:
Dec 15, 2004 to Feb 6, 2026
Dec 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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