Shenwan Hongyuan Group MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1804 | 12.75 | |
| 0.6080 | 20.40 | |
| -0.0921 | -5.33 | |
| 0.5973 | 2.19 | |
| 0.8992 | 8.29 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 26, 2019 to Feb 6, 2026
Apr 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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