Shanghai SMI Holding Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.04% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.1436 | 36.32 | |
| 0.8733 | 288.01 | |
| -0.0344 | -5.69 | |
| 9.8126 | 17.45 | |
| 0.0000 | 0.01 | |
| 0.9646 | 220.99 |
Estimation Period:
May 18, 1993 to Feb 6, 2026
May 18, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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