Farglory Free Trade Zone Inv MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.12% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1557 | 22.70 | |
| 0.6969 | 33.80 | |
| -0.0060 | -0.75 | |
| 0.0643 | 1.99 | |
| 0.0844 | 2.09 | |
| 0.9045 | 20.16 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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