Shenzhen Expressway Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.94% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1280 | 22.68 | |
| 0.6143 | 44.51 | |
| 0.0568 | 6.65 | |
| 0.0167 | 2.56 | |
| 0.0275 | 3.72 | |
| 0.9685 | 112.51 |
Estimation Period:
Mar 12, 1997 to Feb 6, 2026
Mar 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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