Shanghai DZH Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.59% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.1893 | 25.74 | |
| 0.6874 | 53.29 | |
| -0.0712 | -8.21 | |
| 0.1961 | 1.69 | |
| 0.0589 | 1.95 | |
| 0.9203 | 21.53 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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