Nanjing Securities Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.10% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1341 | 13.50 | |
| 0.8132 | 70.56 | |
| -0.0782 | -8.58 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9993 | 490.12 |
Estimation Period:
Jun 13, 2018 to Jan 30, 2026
Jun 13, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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