China Zheshang Bank Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.19% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2854 | 22.19 | |
| 0.6355 | 45.94 | |
| -0.1702 | -8.06 | |
| 0.2665 | 0.61 | |
| 0.3867 | 0.58 | |
| 0.3878 | 0.37 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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