Shanghai Research Institute MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.91% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2187 | 12.71 | |
| 0.7256 | 53.40 | |
| -0.1166 | -5.50 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.01 | |
| 0.9981 | 757.30 |
Estimation Period:
Mar 13, 2023 to Feb 6, 2026
Mar 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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