Morgan Stanley China A SH FD EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.56% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 16.89 | |
| 0.2128 | 36.51 | |
| 0.9838 | 746.41 | |
| -0.0141 | -2.55 |
Estimation Period:
Sep 28, 2006 to Feb 13, 2026
Sep 28, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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