Zhongtai Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.63% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1347 | 10.92 | |
| 0.7697 | 43.94 | |
| -0.0847 | -6.83 | |
| 0.0021 | 0.40 | |
| 0.0000 | 0.00 | |
| 0.9984 | 271.38 |
Estimation Period:
Jun 3, 2020 to Feb 6, 2026
Jun 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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