China Aircraft Leasing Group Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.69% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1453 | 20.88 | |
| 0.7328 | 52.64 | |
| -0.0273 | -2.45 | |
| 0.0141 | 2.80 | |
| 0.0172 | 4.02 | |
| 0.9781 | 177.41 |
Estimation Period:
Jul 11, 2014 to Feb 6, 2026
Jul 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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