San Miguel Brewery Hong Kong Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.60% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2641 | 12.16 | |
| 0.4286 | 15.49 | |
| -0.0599 | -1.94 | |
| 5.4140 | 0.14 | |
| 0.4869 | 0.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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