Automobile & PCB MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.22% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1580 | 28.52 | |
| 0.7334 | 61.95 | |
| -0.0238 | -2.79 | |
| 1.4287 | 1.51 | |
| 0.1277 | 1.49 | |
| 0.8023 | 6.05 |
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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