Firstec Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:73.40% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2391 | 35.68 | |
| 0.6658 | 73.46 | |
| -0.0703 | -7.52 | |
| 0.1585 | 6.45 | |
| 0.0338 | 6.74 | |
| 0.9583 | 163.79 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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