SIMPAC Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.61% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1302 | 27.27 | |
| 0.7131 | 72.47 | |
| 0.0370 | 5.68 | |
| 0.0302 | 4.26 | |
| 0.0434 | 6.96 | |
| 0.9549 | 141.80 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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