China Energy Engineering MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.43% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2504 | 20.70 | |
| 0.6720 | 36.25 | |
| -0.0459 | -1.71 | |
| 0.1230 | 2.37 | |
| 0.0128 | 2.37 | |
| 0.9722 | 83.28 |
Estimation Period:
Dec 10, 2015 to Feb 16, 2026
Dec 10, 2015 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other China Energy Engineering Analyses
Other MF2-GARCH Analyses on International Equities