Shanghai Aerospace Automobile Electromechanical Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.68% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1339 | 29.78 | |
| 0.7347 | 64.56 | |
| 0.0101 | 1.76 | |
| 0.0451 | 4.62 | |
| 0.0226 | 4.48 | |
| 0.9727 | 162.28 |
Estimation Period:
Jun 5, 1998 to Feb 6, 2026
Jun 5, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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