Xinyu Iron & Steel Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.01% (-2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1159 | 26.04 | |
| 0.8315 | 115.46 | |
| -0.0309 | -6.88 | |
| 0.0546 | 6.19 | |
| 0.0468 | 5.69 | |
| 0.9466 | 102.52 |
Estimation Period:
Dec 25, 1996 to Feb 6, 2026
Dec 25, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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