Bank of Chengdu Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.33% (-4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2492 | 14.22 | |
| 0.2478 | 6.97 | |
| 0.0250 | 0.78 | |
| 0.4431 | 0.81 | |
| 0.3269 | 0.92 | |
| 0.5638 | 1.16 |
Estimation Period:
Jan 31, 2018 to Feb 6, 2026
Jan 31, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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