China Sandi Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:30.88% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1792 | 10.13 | |
| 0.1940 | 5.54 | |
| 0.1147 | 4.17 | |
| 3.3377 | 0.47 | |
| 0.4785 | 0.46 | |
| 0.3767 | 0.27 |
Estimation Period:
Jan 2, 2007 to May 30, 2025
Jan 2, 2007 to May 30, 2025
News Impact Curve
Volatility Forecasts
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