Shenzhen Investment Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.62% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1113 | 28.09 | |
| 0.7755 | 141.00 | |
| 0.0396 | 7.04 | |
| 0.4674 | 5.60 | |
| 0.3650 | 10.46 | |
| 0.5703 | 12.68 |
Estimation Period:
Mar 7, 1997 to Feb 6, 2026
Mar 7, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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