China Asset Management Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.54% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2903 | 14.20 | |
| 0.6803 | 36.99 | |
| -0.1423 | -4.86 | |
| 0.1414 | 0.81 | |
| 0.1597 | 0.89 | |
| 0.5714 | 1.14 |
Estimation Period:
Dec 14, 2021 to Feb 6, 2026
Dec 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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