SDIC Capital Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.96% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1011 | 18.34 | |
| 0.8198 | 63.57 | |
| -0.0095 | -1.88 | |
| 0.0235 | 4.29 | |
| 0.0406 | 4.24 | |
| 0.9568 | 94.67 |
Estimation Period:
May 20, 1997 to Feb 6, 2026
May 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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