Shanghai Shenzhen CSI 300 Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.21% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0444 | 5.12 | |
| 0.6703 | 22.22 | |
| 0.0790 | 6.17 | |
| 0.0662 | 0.78 | |
| 0.2364 | 1.04 | |
| 0.7425 | 2.92 |
Estimation Period:
Apr 8, 2005 to Feb 6, 2026
Apr 8, 2005 to Feb 6, 2026
News Impact Curve
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