Shenzhen Stock Exchange New Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.46% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0496 | 3.04 | |
| 0.6006 | 38.46 | |
| 0.1655 | 9.75 | |
| 0.0120 | 1.14 | |
| 0.0338 | 2.42 | |
| 0.9629 | 53.94 |
Estimation Period:
Feb 16, 2006 to Dec 31, 2025
Feb 16, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices