China Banking Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.03% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1193 | 24.46 | |
| 0.2954 | 26.98 | |
| 0.9230 | 189.21 | |
| 0.0292 | 3.19 |
Estimation Period:
Jan 12, 1990 to Feb 6, 2026
Jan 12, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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