Orient Securities Co Ltd/China MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.20% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0759 | 18.07 | |
| 0.9129 | 186.87 | |
| -0.0648 | -16.04 | |
| 1.1521 | 1.98 | |
| 0.7107 | 4.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 23, 2015 to Feb 6, 2026
Mar 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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