China Aluminum Int Engr Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.77% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.8637 | 28.76 | |
| 0.0084 | 0.98 | |
| -0.5000 | -9.56 | |
| 10.0000 | 0.58 | |
| 0.1023 | 0.64 | |
| 0.5316 | 0.68 |
Estimation Period:
Jul 6, 2012 to Feb 6, 2026
Jul 6, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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