SIMPAC Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:28.98% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1299 | 27.30 | |
| 0.7139 | 72.92 | |
| 0.0373 | 5.73 | |
| 0.0295 | 4.27 | |
| 0.0428 | 7.00 | |
| 0.9555 | 144.59 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities