Sichuan Guangan AAA PCL MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.58% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.1257 | 21.58 | |
| 0.8936 | 192.74 | |
| -0.0607 | -10.22 | |
| 10.0000 | 0.15 | |
| 0.0000 | 0.00 | |
| 0.1078 | 0.02 |
Estimation Period:
Sep 6, 2004 to Feb 6, 2026
Sep 6, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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