Shenzhen Gas Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.50% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2043 | 31.42 | |
| 0.7915 | 129.16 | |
| -0.1022 | -11.99 | |
| 0.0265 | 4.81 | |
| 0.0739 | 11.37 | |
| 0.9201 | 118.88 |
Estimation Period:
Dec 25, 2009 to Feb 6, 2026
Dec 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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