CLPS Incorporation MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:61.69% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.4626 | 17.06 | |
| 0.3934 | 20.51 | |
| -0.3399 | -10.01 | |
| 2.1271 | 1.42 | |
| 0.0800 | 1.24 | |
| 0.8353 | 6.93 |
Estimation Period:
May 24, 2018 to Feb 13, 2026
May 24, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other CLPS Incorporation Analyses
Other MF2-GARCH Analyses on Equities