Soho Holly Futures Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.61% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4706 | 24.78 | |
| 0.6410 | 75.42 | |
| -0.2245 | -6.73 | |
| 5.2636 | 13.21 | |
| 0.0000 | 0.01 | |
| 0.9986 | 583.27 |
Estimation Period:
Dec 30, 2015 to Feb 6, 2026
Dec 30, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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