Jiangxi Copper Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.46% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0669 | 10.45 | |
| 0.9064 | 57.50 | |
| -0.0035 | -0.49 | |
| 7.2579 | 0.07 | |
| 0.0000 | 0.00 | |
| 0.1322 | 0.01 |
Estimation Period:
May 17, 2004 to Feb 6, 2026
May 17, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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