CSPC Pharmaceutical Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.19% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0883 | 19.75 | |
| 0.7594 | 51.87 | |
| 0.0059 | 0.98 | |
| 0.0234 | 1.78 | |
| 0.0181 | 3.98 | |
| 0.9798 | 187.08 |
Estimation Period:
Jun 21, 1994 to Feb 6, 2026
Jun 21, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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