China Merchants Bank Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.45% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0575 | 12.05 | |
| 0.8638 | 110.46 | |
| 0.0372 | 4.50 | |
| 0.2140 | 1.42 | |
| 0.0747 | 1.52 | |
| 0.8850 | 11.58 |
Estimation Period:
Sep 22, 2006 to Feb 16, 2026
Sep 22, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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