Shandong Iron and Steel Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.83% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1420 | 31.59 | |
| 0.8812 | 181.62 | |
| -0.0964 | -16.09 | |
| 0.0181 | 7.51 | |
| 0.0141 | 7.14 | |
| 0.9829 | 403.15 |
Estimation Period:
Jun 29, 2004 to Feb 6, 2026
Jun 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shandong Iron and Steel Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities