Shanghai Menon Animal GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.64% (+27.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5864 | 12.56 | |
| 0.3361 | 16.70 | |
| 0.6639 | 53.92 |
Estimation Period:
Jun 17, 2022 to Feb 6, 2026
Jun 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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