Shimao Group Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:75.40% (-10.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1988 | 20.81 | |
| 0.4422 | 12.77 | |
| -0.0434 | -3.03 | |
| 0.4743 | 0.98 | |
| 0.2564 | 1.29 | |
| 0.7178 | 3.22 |
Estimation Period:
Jul 5, 2006 to Feb 6, 2026
Jul 5, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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