NPD Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.82% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1643 | 5.61 | |
| 0.7089 | 22.11 | |
| -0.0777 | -2.20 | |
| 1.4186 | 0.32 | |
| 0.4461 | 0.34 | |
| 0.3875 | 0.21 |
Estimation Period:
Mar 16, 2020 to Feb 6, 2026
Mar 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities