Pacific Securities Co Ltd/The/China MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.99% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1378 | 22.49 | |
| 0.7822 | 81.34 | |
| -0.0249 | -3.72 | |
| 0.0622 | 3.38 | |
| 0.0293 | 3.84 | |
| 0.9605 | 95.88 |
Estimation Period:
Jan 1, 2008 to Feb 6, 2026
Jan 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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