Shanghai Electric Power Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.99% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1279 | 22.46 | |
| 0.8755 | 203.32 | |
| -0.0329 | -3.85 | |
| 8.9680 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.0561 | 0.00 |
Estimation Period:
Oct 29, 2003 to Feb 6, 2026
Oct 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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