Dongguan Rural Commercial AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.91% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1872 | 10.44 | |
| 0.2685 | 19.58 | |
| 0.7157 | 66.90 | |
| -0.2831 | -3.26 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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