Anhui Construction Engineering MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.24% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1185 | 25.12 | |
| 0.8887 | 187.92 | |
| -0.0239 | -3.71 | |
| 5.8368 | 1.42 | |
| 0.0000 | 0.00 | |
| 0.6930 | 2.76 |
Estimation Period:
Apr 15, 2003 to Jan 30, 2026
Apr 15, 2003 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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