Saramin Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.43% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0970 | 11.43 | |
| 0.7459 | 50.30 | |
| 0.0645 | 5.95 | |
| 0.0265 | 3.05 | |
| 0.0367 | 4.78 | |
| 0.9590 | 113.73 |
Estimation Period:
Feb 21, 2012 to Feb 6, 2026
Feb 21, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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