China Everbright Bank Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.00% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1870 | 15.31 | |
| 0.6198 | 25.18 | |
| -0.0877 | -5.00 | |
| 0.3739 | 0.37 | |
| 0.1936 | 0.34 | |
| 0.6788 | 0.74 |
Estimation Period:
Dec 20, 2013 to Feb 6, 2026
Dec 20, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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