Chow Tai Fook Jewellery Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.50% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0656 | 15.05 | |
| 0.8765 | 119.25 | |
| -0.0185 | -3.48 | |
| 0.0038 | 0.65 | |
| 0.0039 | 2.04 | |
| 0.9957 | 371.93 |
Estimation Period:
Dec 15, 2011 to Feb 6, 2026
Dec 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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