China Merchants Bank Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.80% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 14.00 | |
| 0.0539 | 29.48 | |
| 0.9368 | 440.83 | |
| -0.1501 | -2.93 |
Estimation Period:
Apr 9, 2002 to Feb 6, 2026
Apr 9, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other China Merchants Bank Co Ltd Analyses
Other AGARCH Analyses on International Equities