NH Investment & Securities Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.54% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0499 | 25.86 | |
| 0.8841 | 290.06 | |
| 0.0347 | 12.09 | |
| 0.3284 | 3.94 | |
| 0.5210 | 5.01 | |
| 0.4396 | 3.83 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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