Shanghai Rural Commercial Bank Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.82% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1495 | 17.40 | |
| 0.8462 | 79.77 | |
| -0.1495 | -17.67 | |
| 0.0803 | 4.06 | |
| 0.8743 | 15.97 | |
| 0.1257 | 1.57 |
Estimation Period:
Aug 19, 2021 to Feb 6, 2026
Aug 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Shanghai Rural Commercial Bank Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities