Canggang Railway Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.74% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7897 | 20.24 | |
| 0.4055 | 19.63 | |
| -0.5000 | -9.55 | |
| 9.2349 | 2.10 | |
| 0.1361 | 1.81 | |
| 0.7530 | 5.90 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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