China Merchants China Direct Investments Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.88% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2240 | 23.50 | |
| 0.6172 | 58.15 | |
| 0.0354 | 3.10 | |
| 0.0217 | 4.22 | |
| 0.0224 | 5.23 | |
| 0.9713 | 164.66 |
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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