Create Capital Jsc Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.66% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1725 | 17.26 | |
| 0.3078 | 27.51 | |
| 0.9130 | 171.46 | |
| -0.0089 | -0.95 |
Estimation Period:
Aug 20, 2018 to Feb 6, 2026
Aug 20, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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