China International Capital Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.49% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1693 | 13.80 | |
| 0.6491 | 30.93 | |
| -0.0938 | -6.14 | |
| 0.0714 | 1.00 | |
| 0.0999 | 2.40 | |
| 0.8962 | 16.87 |
Estimation Period:
Nov 9, 2015 to Feb 16, 2026
Nov 9, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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