Chun Yuan Steel Industrial MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.72% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2163 | 28.55 | |
| 0.7418 | 83.14 | |
| -0.0936 | -10.95 | |
| 0.0077 | 3.87 | |
| 0.0190 | 7.94 | |
| 0.9790 | 384.38 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Chun Yuan Steel Industrial Analyses
Other MF2-GARCH Analyses on International Equities