Austem Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.34% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1918 | 15.08 | |
| 0.5546 | 22.52 | |
| -0.0361 | -2.11 | |
| 0.0628 | 1.61 | |
| 0.0469 | 3.05 | |
| 0.9493 | 58.99 |
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Jan 19, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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