Mico Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.10% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.1169 | 22.95 | |
| 0.7836 | 114.04 | |
| 0.0548 | 5.62 | |
| 5.0469 | 0.80 | |
| 0.6705 | 0.83 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
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