Nan Yang Dyeing MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.50% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1093 | 20.99 | |
| 0.8565 | 148.01 | |
| -0.0313 | -6.24 | |
| 0.0000 | 0.01 | |
| 0.0032 | 3.22 | |
| 0.9966 | 909.31 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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