Associated Industries China MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.67% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2742 | 39.69 | |
| 0.4709 | 31.16 | |
| -0.0740 | -5.81 | |
| 0.1198 | 1.93 | |
| 0.0723 | 3.89 | |
| 0.9122 | 41.16 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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