CSI SmallCap 500 MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.59% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0521 | 3.81 | |
| 0.6638 | 48.97 | |
| 0.1555 | 10.43 | |
| 0.0134 | 2.00 | |
| 0.0380 | 2.63 | |
| 0.9571 | 56.21 |
Estimation Period:
Jan 15, 2007 to Dec 31, 2025
Jan 15, 2007 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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