China Agri-Products Exchange Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.27% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.3664 | 16.25 | |
| 0.4213 | 26.62 | |
| -0.1514 | -4.53 | |
| 1.2557 | 0.82 | |
| 0.0385 | 1.13 | |
| 0.9213 | 11.07 |
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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