XCMG Construction Machinery Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.56% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0703 | 15.76 | |
| 0.6505 | 19.55 | |
| 0.0689 | 9.41 | |
| 0.0894 | 0.63 | |
| 0.0809 | 1.80 | |
| 0.9083 | 22.95 |
Estimation Period:
Aug 28, 1996 to Feb 6, 2026
Aug 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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