Beijing China Sciences Runyu MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.31% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3229 | 19.83 | |
| 0.6707 | 38.87 | |
| -0.1477 | -6.73 | |
| 1.7970 | 0.89 | |
| 0.1837 | 0.82 | |
| 0.4464 | 0.68 |
Estimation Period:
Jul 8, 2022 to Feb 6, 2026
Jul 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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