China Merchants Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.47% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1826 | 10.44 | |
| 0.6648 | 23.93 | |
| -0.0747 | -4.21 | |
| 0.0402 | 1.38 | |
| 0.0291 | 1.94 | |
| 0.9647 | 52.45 |
Estimation Period:
Oct 10, 2016 to Feb 6, 2026
Oct 10, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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