Shaanxi Construction Machinery Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.01% (-4.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1309 | 29.12 | |
| 0.8201 | 71.29 | |
| -0.0484 | -10.82 | |
| 0.0459 | 4.66 | |
| 0.0167 | 3.17 | |
| 0.9776 | 154.24 |
Estimation Period:
Jul 7, 2004 to Feb 6, 2026
Jul 7, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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