Shanghai Chicmax Cosmetic Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.78% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1133 | 12.70 | |
| 0.8649 | 33.51 | |
| -0.1133 | -11.41 | |
| 1.0240 | 0.30 | |
| 0.0240 | 0.28 | |
| 0.8889 | 2.40 |
Estimation Period:
Dec 22, 2022 to Feb 6, 2026
Dec 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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