Beijing-Shanghai High Speed Railway Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.87% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2027 | 13.42 | |
| 0.5320 | 16.81 | |
| -0.1096 | -5.19 | |
| 0.1693 | 0.79 | |
| 0.2195 | 1.08 | |
| 0.6914 | 2.24 |
Estimation Period:
Jan 16, 2020 to Feb 6, 2026
Jan 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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