Lufax Holding Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:107.83% (+48.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.3271 | 16.47 | |
| 0.6141 | 34.23 | |
| -0.2259 | -8.73 | |
| 10.0000 | 0.25 | |
| 0.4618 | 0.23 | |
| 0.1771 | 0.05 |
Estimation Period:
Oct 30, 2020 to Feb 6, 2026
Oct 30, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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