Shanghai Junshi Bi MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:61.78% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1776 | 12.63 | |
| 0.7847 | 26.98 | |
| -0.1668 | -9.79 | |
| 7.3164 | 0.09 | |
| 0.2238 | 0.08 | |
| 0.4313 | 0.07 |
Estimation Period:
Jun 24, 2022 to Jan 30, 2026
Jun 24, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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