Shenzhen Properties & Resources Development (Group) Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.09% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1513 | 32.08 | |
| 0.7883 | 148.68 | |
| -0.0461 | -9.92 | |
| 2.8877 | 1.71 | |
| 0.7009 | 1.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 30, 1992 to Feb 6, 2026
Mar 30, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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