Yuexiu Transport Infrastructure Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.54% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0735 | 19.89 | |
| 0.8505 | 108.76 | |
| 0.0254 | 5.06 | |
| 0.0087 | 6.09 | |
| 0.0180 | 5.98 | |
| 0.9793 | 286.51 |
Estimation Period:
Jan 30, 1997 to Feb 6, 2026
Jan 30, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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