Minmetals Capital Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.69% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1244 | 29.15 | |
| 0.8313 | 181.03 | |
| -0.0323 | -6.72 | |
| 0.1262 | 5.61 | |
| 0.1389 | 11.60 | |
| 0.8453 | 58.09 |
Estimation Period:
Feb 23, 2001 to Feb 6, 2026
Feb 23, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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