China Banking Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.45% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2741 | 24.64 | |
| 0.6445 | 64.47 | |
| -0.0469 | -2.61 | |
| 0.5554 | 2.96 | |
| 0.8567 | 19.90 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 12, 1990 to Feb 6, 2026
Jan 12, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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