Shanghai Commercial & Savings Bank Ltd/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.53% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1363 | 10.62 | |
| 0.5868 | 28.47 | |
| 0.0161 | 0.89 | |
| 0.0020 | 0.47 | |
| 0.0149 | 2.10 | |
| 0.9844 | 95.87 |
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Sep 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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