China First Heavy Industries MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.66% (-4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1795 | 21.28 | |
| 0.7653 | 60.38 | |
| -0.0695 | -6.89 | |
| 0.0365 | 2.02 | |
| 0.0211 | 2.33 | |
| 0.9720 | 74.97 |
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Feb 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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