Shandong Chenming Paper Hldg MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.19% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0828 | 13.27 | |
| 0.9074 | 139.16 | |
| -0.0089 | -1.13 | |
| 9.9004 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 18, 2008 to Feb 6, 2026
Jun 18, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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