Huatai Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.11% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0842 | 10.19 | |
| 0.8265 | 94.50 | |
| -0.0123 | -1.12 | |
| 0.0706 | 1.22 | |
| 0.0601 | 3.87 | |
| 0.9263 | 32.43 |
Estimation Period:
Jun 1, 2015 to Feb 13, 2026
Jun 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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