Everbright Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.76% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1245 | 14.48 | |
| 0.7524 | 31.05 | |
| -0.0822 | -7.73 | |
| 0.0546 | 1.28 | |
| 0.0576 | 1.71 | |
| 0.9338 | 24.02 |
Estimation Period:
Aug 18, 2009 to Feb 6, 2026
Aug 18, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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