Sheng Yu Steel Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.63% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1888 | 31.46 | |
| 0.7569 | 77.21 | |
| -0.1039 | -14.66 | |
| 0.0070 | 2.61 | |
| 0.0119 | 3.69 | |
| 0.9860 | 243.57 |
Estimation Period:
Jun 24, 1997 to Feb 6, 2026
Jun 24, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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