Sci Jsc EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.61% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2946 | 24.69 | |
| 0.2700 | 36.60 | |
| 0.8856 | 188.51 | |
| -0.0109 | -1.42 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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