China Everbright Bank Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.16% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1402 | 22.40 | |
| 0.8208 | 89.57 | |
| -0.0846 | -12.04 | |
| 0.3597 | 1.51 | |
| 0.8316 | 1.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 18, 2010 to Feb 6, 2026
Aug 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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