Shandong Hi-Speed Road & Bridge Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1150 | 23.42 | |
| 0.8183 | 82.93 | |
| -0.0180 | -3.02 | |
| 0.1559 | 1.33 | |
| 0.0796 | 1.42 | |
| 0.8996 | 12.24 |
Estimation Period:
Jun 9, 1997 to Feb 6, 2026
Jun 9, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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