Bank of Shanghai Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.13% (-4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1712 | 16.48 | |
| 0.7279 | 62.54 | |
| -0.0723 | -5.45 | |
| 0.2493 | 0.17 | |
| 0.8147 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 16, 2016 to Feb 6, 2026
Nov 16, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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