Tianjin Pharmaceutical DA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.76% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4078 | 21.31 | |
| 0.1250 | 26.15 | |
| 0.8002 | 209.11 | |
| -0.7177 | -6.24 |
Estimation Period:
Sep 10, 2001 to Feb 6, 2026
Sep 10, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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