PS Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.85% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2395 | 24.87 | |
| 0.4871 | 31.08 | |
| -0.0078 | -0.47 | |
| 0.0196 | 1.74 | |
| 0.0264 | 4.47 | |
| 0.9717 | 146.99 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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