Nanjing Chemical Fibre MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.76% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1623 | 32.91 | |
| 0.7171 | 68.30 | |
| -0.0422 | -7.53 | |
| 0.0880 | 3.50 | |
| 0.0517 | 5.00 | |
| 0.9389 | 75.16 |
Estimation Period:
Mar 8, 1996 to Feb 6, 2026
Mar 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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