Daphne International Holdings Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
39.81%
decreased by 3.98%
1 Week
46.29%
increased by 2.50%
1 Month
54.15%
increased by 10.36%
Analysis last updated: Friday, June 12, 2026 at 08:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1919 | 21.99 | |
| 0.3914 | 16.33 | |
| 0.0487 | 2.98 | |
| 5.6960 | 0.87 | |
| 0.6188 | 0.85 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 3, 1995 to Jun 5, 2026
Nov 3, 1995 to Jun 5, 2026
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