Air China Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.23% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0387 | 7.46 | |
| 0.8813 | 22.05 | |
| 0.0108 | 2.24 | |
| 0.0417 | 1.57 | |
| 0.0442 | 1.15 | |
| 0.9492 | 23.02 |
Estimation Period:
Aug 18, 2006 to Jan 30, 2026
Aug 18, 2006 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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