Shanghai Dazhong Public Util MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.25% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1046 | 4.72 | |
| 0.8684 | 30.75 | |
| -0.0719 | -3.26 | |
| 1.2672 | 0.20 | |
| 0.7435 | 0.18 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 5, 2016 to Feb 6, 2026
Dec 5, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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