Changjiang Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.29% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0819 | 25.37 | |
| 0.9059 | 369.32 | |
| -0.0030 | -0.74 | |
| 8.1685 | 0.16 | |
| 0.0000 | 0.00 | |
| 0.0041 | 0.00 |
Estimation Period:
Jul 31, 1997 to Feb 6, 2026
Jul 31, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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