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	param	t-stat
$m$	26
$α$	0.0913	23.84
$β$	0.7976	116.61
$γ$	0.0590	11.58
$λ_{1}$	0.0099	7.62
$λ_{2}$	0.0210	10.44
$λ_{3}$	0.9772	439.57

V-Lab

CITIC Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:29.19% (-1.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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