Huaan Securities Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.24% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1092 | 11.95 | |
| 0.8499 | 94.70 | |
| -0.0609 | -6.05 | |
| 2.1095 | 0.17 | |
| 0.5209 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 6, 2016 to Jan 30, 2026
Dec 6, 2016 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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