CIG ShangHai Co., Ltd. MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.70% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1032 | 16.63 | |
| 0.8607 | 104.66 | |
| -0.0621 | -10.74 | |
| 7.0150 | 0.17 | |
| 0.4300 | 0.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 10, 2017 to Feb 6, 2026
Nov 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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