Guotai Junan International Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.69% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1670 | 11.65 | |
| 0.6947 | 40.36 | |
| -0.0563 | -3.45 | |
| 0.4660 | 0.85 | |
| 0.1718 | 1.16 | |
| 0.7827 | 3.70 |
Estimation Period:
Jul 8, 2010 to Feb 6, 2026
Jul 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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