Dongguan Rural Commercial EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.36% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1748 | 16.42 | |
| 0.4301 | 26.66 | |
| 0.8916 | 129.94 | |
| 0.0001 | 0.01 |
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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