Shanghai Menon Animal MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.81% (+34.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.3411 | 12.36 | |
| 0.5578 | 30.24 | |
| -0.0967 | -2.32 | |
| 2.8291 | 1.71 | |
| 0.8341 | 2.10 | |
| 0.0000 | 0.00 |
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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