China Environmental Resources Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.15% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1248 | 13.37 | |
| 0.8106 | 110.27 | |
| 0.0290 | 1.68 | |
| 1.0863 | 0.82 | |
| 0.0091 | 0.76 | |
| 0.9685 | 23.72 |
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Jan 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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