China National Medicines Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.98% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1112 | 27.71 | |
| 0.8347 | 111.55 | |
| -0.0310 | -6.18 | |
| 0.0155 | 3.25 | |
| 0.0305 | 5.59 | |
| 0.9672 | 161.06 |
Estimation Period:
Nov 27, 2002 to Feb 6, 2026
Nov 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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