Caitong Securities Co.,Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.76% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0633 | 14.31 | |
| 0.9356 | 198.61 | |
| -0.0355 | -7.97 | |
| 4.0898 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 24, 2017 to Feb 6, 2026
Oct 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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