Agricultural Bank of China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.72% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0680 | 15.97 | |
| 0.8510 | 96.37 | |
| 0.0327 | 5.02 | |
| 0.0332 | 3.14 | |
| 0.0449 | 3.41 | |
| 0.9405 | 53.08 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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