Sun-Sea Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.23% (-8.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2685 | 30.89 | |
| 0.5118 | 29.41 | |
| -0.0851 | -6.65 | |
| 0.1295 | 2.31 | |
| 0.0429 | 2.82 | |
| 0.9325 | 39.07 |
Estimation Period:
Sep 12, 2006 to Feb 6, 2026
Sep 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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