Data Horizon Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.69% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2674 | 21.19 | |
| 0.5050 | 27.89 | |
| 0.0018 | 0.10 | |
| 1.1172 | 0.73 | |
| 0.1804 | 0.76 | |
| 0.7497 | 2.22 |
Estimation Period:
Sep 23, 2008 to Feb 13, 2026
Sep 23, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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