Shanghai Fosun Pharmaceuticl MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.58% (+18.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3383 | 18.86 | |
| 0.5290 | 19.30 | |
| -0.2353 | -11.51 | |
| 0.0512 | 0.59 | |
| 0.0061 | 0.88 | |
| 0.9894 | 87.84 |
Estimation Period:
Jul 21, 2020 to Feb 13, 2026
Jul 21, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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