Guoyuan Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.42% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0871 | 16.29 | |
| 0.9084 | 162.07 | |
| -0.0162 | -4.05 | |
| 8.6969 | 0.03 | |
| 0.0202 | 0.03 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 16, 1997 to Feb 6, 2026
Jun 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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