COFCO Joycome Foods Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.70% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1062 | 17.00 | |
| 0.8520 | 125.78 | |
| -0.0459 | -5.12 | |
| 0.7544 | 7.16 | |
| 0.9258 | 14.52 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 1, 2016 to Feb 6, 2026
Nov 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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