Sambo Industrial Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.01% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.2732 | 24.28 | |
| 0.6424 | 47.19 | |
| -0.1415 | -11.48 | |
| 1.0275 | 1.09 | |
| 0.0681 | 1.05 | |
| 0.8836 | 8.23 |
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Feb 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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