Shenzhen Airport Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.93% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1388 | 25.26 | |
| 0.7958 | 95.80 | |
| -0.0312 | -4.64 | |
| 0.0235 | 5.13 | |
| 0.0405 | 5.43 | |
| 0.9537 | 110.37 |
Estimation Period:
Apr 20, 1998 to Feb 6, 2026
Apr 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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