Shenzhen Expressway Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.06% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1367 | 23.85 | |
| 0.6769 | 36.68 | |
| -0.0214 | -2.15 | |
| 0.0234 | 2.03 | |
| 0.0438 | 3.33 | |
| 0.9511 | 64.77 |
Estimation Period:
Dec 25, 2001 to Jan 30, 2026
Dec 25, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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