ShaanXi Provincial Natural Gas Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.34% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1442 | 18.31 | |
| 0.8045 | 64.13 | |
| -0.0432 | -5.01 | |
| 0.0702 | 3.84 | |
| 0.0575 | 3.21 | |
| 0.9253 | 41.85 |
Estimation Period:
Aug 13, 2008 to Feb 6, 2026
Aug 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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