Ts Nexgen Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:72.65% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.2312 | 25.21 | |
| 0.5652 | 42.22 | |
| -0.0053 | -0.36 | |
| 3.6602 | 3.29 | |
| 0.7578 | 3.92 | |
| 0.1261 | 0.54 |
Estimation Period:
Oct 16, 2007 to Jun 2, 2025
Oct 16, 2007 to Jun 2, 2025
News Impact Curve
Volatility Forecasts
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