First Pacific Co Ltd/Hong Kong MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1285 | 21.01 | |
| 0.6437 | 43.43 | |
| 0.0550 | 5.90 | |
| 0.0257 | 2.74 | |
| 0.0270 | 3.95 | |
| 0.9696 | 132.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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