CMBC Capital Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.42% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2524 | 15.43 | |
| 0.5416 | 31.04 | |
| 0.0125 | 0.50 | |
| 0.3292 | 1.44 | |
| 0.0376 | 2.42 | |
| 0.9527 | 44.09 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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