Shanghai Pharmaceuticals Hld EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.40% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1301 | 8.48 | |
| 0.1788 | 10.93 | |
| 0.9277 | 94.49 | |
| 0.0201 | 1.63 |
Estimation Period:
Jan 2, 2019 to Jan 30, 2026
Jan 2, 2019 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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