Zheshang Securities Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.13% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0769 | 12.12 | |
| 0.8859 | 95.35 | |
| -0.0769 | -13.10 | |
| 0.5449 | 0.16 | |
| 0.8613 | 0.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 26, 2017 to Feb 6, 2026
Jun 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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