Morozoff Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.93% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 19.35 | |
| 0.1675 | 29.71 | |
| 0.8325 | 186.25 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities