Xinjiang Tianrun Dairy Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.59% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1266 | 23.79 | |
| 0.7253 | 30.49 | |
| -0.0382 | -6.16 | |
| 0.4106 | 0.61 | |
| 0.3617 | 0.57 | |
| 0.5891 | 0.83 |
Estimation Period:
Jun 28, 2001 to Feb 6, 2026
Jun 28, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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