China Merchants Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.95% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0909 | 12.62 | |
| 0.8376 | 40.28 | |
| -0.0477 | -6.19 | |
| 0.0363 | 1.77 | |
| 0.0585 | 1.91 | |
| 0.9340 | 27.31 |
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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