Cross Cat Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.29% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.1945 | 25.54 | |
| 0.4290 | 20.13 | |
| 0.0128 | 0.84 | |
| 1.0555 | 0.84 | |
| 0.1615 | 0.64 | |
| 0.7180 | 1.83 |
Estimation Period:
Jun 20, 2002 to Feb 10, 2026
Jun 20, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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