Shandong Gold Mining Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.13% (-3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0929 | 11.45 | |
| 0.8135 | 42.16 | |
| -0.0726 | -7.62 | |
| 2.6283 | 0.04 | |
| 0.6464 | 0.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 1, 2018 to Feb 6, 2026
Oct 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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