Xinjiang Ba Yi Iron & Steel Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.34% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1221 | 25.53 | |
| 0.8663 | 194.80 | |
| -0.0716 | -13.74 | |
| 1.5048 | 13.01 | |
| 0.8520 | 29.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 16, 2002 to Feb 6, 2026
Aug 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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