Itcencts Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.83% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1842 | 22.87 | |
| 0.7133 | 78.26 | |
| -0.0187 | -1.65 | |
| 0.0027 | 0.87 | |
| 0.0072 | 7.32 | |
| 0.9925 | 849.77 |
Estimation Period:
Feb 12, 1997 to Feb 6, 2026
Feb 12, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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