PICC Property & Casualty Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.40% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1003 | 19.56 | |
| 0.7378 | 47.29 | |
| 0.0196 | 2.58 | |
| 0.0239 | 1.84 | |
| 0.0209 | 3.10 | |
| 0.9750 | 112.01 |
Estimation Period:
Nov 6, 2003 to Feb 6, 2026
Nov 6, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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