China CAMC Engineering Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.80% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1131 | 23.90 | |
| 0.7890 | 111.97 | |
| 0.0210 | 3.61 | |
| 1.3328 | 1.18 | |
| 0.6165 | 1.25 | |
| 0.1925 | 0.29 |
Estimation Period:
Jun 19, 2006 to Feb 6, 2026
Jun 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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