China Merchants Securities Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.05% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 9.93 | |
| 0.0683 | 24.20 | |
| 0.9238 | 320.21 | |
| -0.3011 | -4.30 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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