Shandong Pharmaceutical Glass Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.17% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0428 | 17.98 | |
| 0.9721 | 518.19 | |
| -0.0328 | -14.21 | |
| 8.0609 | 0.14 | |
| 0.0763 | 0.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 3, 2002 to Jan 30, 2026
Jun 3, 2002 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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