Pha Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.01% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.1050 | 15.95 | |
| 0.7341 | 59.42 | |
| 0.0378 | 4.35 | |
| 0.2937 | 1.60 | |
| 0.1184 | 1.80 | |
| 0.8389 | 8.99 |
Estimation Period:
Aug 12, 2003 to Feb 6, 2026
Aug 12, 2003 to Feb 6, 2026
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